The objective of this study was to evaluate the effect of foraging on local scrubby rangeland versus stable feeding with high-protein concentrate as well as the compulsory pasteurization process on goats’ milk and artisan soft cheese quality in terms of chemical composition and fatty acid profile. The results indicated that there were no significant differences in the energy, fat, or ash content of milk and cheese due to feeding; however, a significant influence of feeding on cheese protein and fatty acids in both milk and cheese was detected. Feeding on scrubby rangeland tended to increase the amounts of major polyunsaturated fatty acids in milk and cheese from goats. Pasteurization, which is mandatory in Mexico, did not alter the fatty acid concentrations in milk or cheese. Small goat-keepers using rangeland resources might claim better economical returns for products recognized as healthier. Further investigations to assure ecosystem sustainability of shrubby rangeland joined with economical evaluations and best animal management to avoid deleterious effects are recommended.