The changes in the concentration of trans-vaccenic (C18:1t-11) and rumenic (C18:2c-9,t-11) acids in the milk from cows grazing on Pennisetum clandestinum, fed a supplement containing palm oil, rice bran or whole cottonseed were evaluated. Three supplements were assessed: one control supplement containing palm oil (C), with a low concentration of linoleic acid mainly from palm oil, and two supplements containing rice bran (RB) or whole cottonseed (CS) as the main source of linoleic acid. Six Holstein cows (4.2±1.7 years of age, 532.5±50.7 kg BW, 125±29 days in milk and a milk yield of 21.7 5.8 kg d−1; Mean±SD) were assigned to each treatment using a double 3 × 3 × 3 Latin Square Design. Compared with treatment C, the milk fat concentrations of trans-vaccenic acid (31.1 and 23.8 g kg−1 of fatty acids for RB and C, respectively), rumenic acid (14.1 and 11.3 g kg-1 of fatty acid for RB and C, respectively) and unsaturated fatty acids (348.7 and 325.4 g kg−1of fatty acid for RB and C, respectively) were higher for RB. Compared with C and CS treatments, the Δ9-desaturase index was higher for RB (0.37, 0.35 and 0.34 for RB, C and CS, respectively) and the thrombogenicity index was lower (3.09, 3.43 and 3.50 for RB, C and CS, respectively). The atherogenicity index was lower for RB treatment compared with C, but not compared with CS (1.85, 2.03, 1.97 for RB, C and CS, respectively). Supplementing rice bran to grazing dairy cows is a good alternative for producing a kind of milk beneficial to human health, due to its higher concentrations of trans-vaccenic and rumenic acids, unsaturated fatty acids and lower thrombogenicity and atherogenicity indexes.