A total of 24 Murciano-Granadina dairy goats milked once daily throughout lactation were used to study the effects of including soybean oil (SBO) in the diet on lactational performance and milk fatty acid (FA) content, particularly conjugated linoleic acid (CLA) and trans-vaccenic acid (trans-11 C18:1, TVA). Three weeks after parturition, goats were allocated to 2 balanced groups according to lactation number, body weight, and daily milk yield, and were kept in separate pens. The experiment consisted of a 2-period (28 d each) crossover with 2 dietary treatments: control and SBO (6% as fed in the concentrate). Goats were fed dehydrated fescue (ad libitum), alfalfa pellets (0.5 kg/d), and concentrate (1 kg/d) to which the SBO was or was not added. Forage was fed in the pens, and concentrate was fed individually in 2 equal portions at milking (0900 h) and in the afternoon (1700 h). Final SBO content in the consumed SBO diet was 2.5% (dry matter basis). Diets were isonitrogenous (17.4% crude protein), but their total FA content varied from 2.2% (control) to 4.6% (SBO). There was no effect of SBO on dry matter intake, milk yield, energy-corrected milk, body weight, or body condition score. Compared with the control diet, feeding SBO increased milk fat content (4.57 vs. 5.24%) and yield as well as total solids content. Soybean oil had no effect on milk crude and true protein contents, but it reduced milk casein content (2.48 vs. 2.34%). Short- and medium-chain FA decreased by feeding SBO, whereas long-chain FA increased. Feeding preformed linoleic acid through SBO increased milk concentrations of linoleic, oleic, and stearic FA but reduced levels of linolenic and palmitic FA. As a consequence, feeding SBO decreased the saturated-to-unsaturated FA ratio and the atherogenicity index. Compared with the control treatment, milk contents of cis-9, trans-11 CLA (0.68 vs. 2.03%) and TVA (2.04 vs. 6.41%) in the SBO treatment increased by approximately 200%. In conclusion, feeding a moderate dose of SBO to dairy goats was a useful way to increase milk fat, CLA, and TVA contents in milk and to reduce the atherogenicity index without negative effects on intake, milk yield, and protein content.