The hazelnut skin is waste biomass rich in bioactive compounds that may affect lipid rumen metabolism, ruminant performance, and products’ quality. Therefore, we investigated the effect of dietary hazelnut skin on milk production and composition and on rumen fatty acids in ewes. During 28 days, 20 Comisana lactating ewes received alfalfa hay ad libitum plus 800 g/head/day of pelleted concentrate containing 36% dried beet pulp (CTRL group; n = 10) or 36% hazelnut skin (HS group; n = 10). The protein percentage was lower in HS milk. Milk fatty acids (FA) partially reflected those of rumen content. Total saturated FA (SFA), odd and branched-chain FA, and n-3 polyunsaturated FA (PUFA) were greater in CTRL milk. Total monounsaturated FA (MUFA) and 18:1 trans were greater in HS milk; moreover, HS milk showed a double percentage of oleic acid than the CTRL group. Individual SFA were greater in CTRL milk except for 18:0. Differing from the rumen content, total PUFA, n-6 PUFA, and 18:2 n-6 were comparable between groups. Vaccenic and rumenic acid were greater in HS milk. To conclude, dietary HS slightly reduced milk protein percentage but improved atherogenic index and healthy FA in milk. The content of the somatic cells suggested a healthier udder in the HS group.