The aim of this study was to identify, under the best possible conditions, the interspecific differences between the proteins, fat and minerals in goat and cow milk. The protein fractions presented evident differences, especially concerning the amount of αS1-casein, which was lower in the goat milk (62.8%; P < 0.05). The amino acid profile of the two proteins revealed certain differences, although the total quantity of essential amino acids did not vary (P > 0.05). The composition of fats was well-differentiated, mainly as concerns the content of medium-chain fatty acids (C6–14), which were higher in the goat milk (28.8%; P < 0.05). The same was true for n-6 polyunsaturated fatty acids (10.0%; P < 0.05) and n-3 polyunsaturated fatty acids (51.0%; P < 0.05), and also the total level of conjugated linoleic acid (33.8%; P < 0.05). The quantities of Ca, P, Mg and Cu were greater in the ash derived from goat milk (17.4, 15.6, 16.3 and 66.6%, respectively; P < 0.05). Due to the greater quantity of total solids present in goat milk (16.3%; P < 0.05), all of the above-mentioned differences would be considerably increased by the fact that they refer to the amounts present in a given volume. The differences detected between cow and goat milk mean that the latter constitutes a food of particular interest, in terms of both health and nutrition.