According on the fat source included in the diets for goats, the milk production can be increased and milk fatty acid composition can be improved. This study was conducted to evaluate the inclusion of protected fat (CSFA - calcium salts of fatty acids) in the diets of lactating Saanen goats on milk production and composition. Five Saanen goats (63.23 ± 9.08 kg body weight and 105 ± 3 days of lactation) were distributed in a Latin square design (5 × 5) with five diets: control (without the addition of CSFA) and the other diets with: 6.25, 12.50, 18.75 and 25.0 g CSFA per kg dry matter (g/kg DM), respectively. Dry matter intake (DMI) and milk production (MP) were evaluated. Milk samples were collected to determine milk composition and fatty acid profile. Feed efficiency (FE) was estimated. The supplementation of CSFA up to 25 g/kg DM did not influence the DMI, MP and FE. Milk components production (g/d) was not influenced by the inclusion CSFA in the diet; however, there was a linear reduction of 0.87 g protein per kg of milk for each 1% CSFA included in the diet. The concentration of linolenic acid (18:3n-3) in milk was improved with a maximum point of 24 g of CSFA per kg DM. CSFA can be included in the diets of lactating Saanen goats up to 25 g/kg DM with no interference on DMI and MP.