The objective of this study was to evaluate the use of fat sources in rations for lactating cows on the productive performance and composition of milk protein fraction. Twelve Holstein cows were used, grouped in three balanced 4 × 4 Latin squares, fed with the following rations: control; refined soybean oil; whole raw soybean; and calcium salts of unsaturated fatty acid (Megalac-E). Dry matter and nutrient intake, and daily milk production were evaluated. The samples used to analyze milk composition were collected in two alternate days and were obtained from two daily milking. Milk composition and total nitrogen, non-protein nitrogen and non-casein nitrogen ratios were analyzed. The casein, serum protein and true protein ratios were obtained by difference. Dry matter and nutrient intakes were lower when cows received the diet containing calcium salts of fatty acids, in relation to the control diet. Among the diets with fat sources, the one with whole raw soybean and calcium salts decreased milk production. There was no effect of fat sources added to the diet on crude protein, non-protein nitrogen, non-casein nitrogen, true protein, casein, casein/milk true protein ratio and serum protein. Similarly, the experimental diets did not influence the protein fractions when expressed in percentage of milk crude protein. The utilization of fat sources in diets changes milk production and composition of lactating cows, but does not influence the composition of milk protein fractions.