The aim of our work was to investigate the effect of dietary supplementation on the milk composition, fatty acid profile, physical properties, and tocopherol contents of milk fat from dairy ewes. Sixty-four multiparous Najdi ewes were selected, randomly distributed into four groups (n = 16), and fed four different diets. The diets were composed of traditional feed (TF, barley and alfalfa hay) and three complete feeds with different compositions (CF1, CF2, and CF3). Twenty-four Najdi ewes were randomly divided into four groups (n = 6) after lambing and fed different diets. Milk fat percentage was higher in the milk of ewes fed TF (5.47%), CF1 (4.95%), or CF2 (6.40%); however, milk protein percentage was higher in the milk of ewes fed CF1 (4.29%) and CF3 (4.64%) compared to TF (3.78%) and CF2 (3.57%). Total (C12:0 + C14:0 + C16:0) saturated fatty acids were significantly lower in milk fat from ewes fed TF (45.67%) and CF1 (42.13%) compared to CF3 (53.65%) and CF2 (49.67%). Linoleic acid (C18:2∆9c,12c; n-6) was significantly higher in milk fat from ewes fed CF1 (4.17%). While, no significant difference was detected for α-linolenic acid (C18:3∆9c,12c,15c; n-3). The percentage of trans-vaccenic acid (C18:1∆11t) was significantly greater in milk fat from ewes fed CF2 (3.54%) followed by CF1 (2.00%), CF3 (1.24%) and TF (0.37%). The conjugated linoleic acid (C18:2∆9c,11t) content was significantly higher in milk fat ewes fed CF1 (0.97%). These results indicate that the FA profile and total tocopherols are significantly affected by the diet type.