At the first lactation, cow (n = 6), goat (n = 6) and sheep (n = 6) milk samples were collected during the first three months at 14 days intervals in order to determine fatty acid and total conjugated linoleic acid (CLA) content. Milk fat was extracted and converted to methyl esters with 14% BF3-methanol and the separation of fatty acids with GC-FID was made. The differences between the contents of C16:0, C17:0, C17:1, C18:1n9c, C18:2n6t, saturated fatty acids (SFA), unsaturated fatty acids (UFA) and monounsaturated fatty acids (MUFA) in cow's milk were found to be statistically significant. Effects of lactation period on fatty acids except C16:1, C18:0, C18:2n6c, C22:0 and C20:4n6 in goat milk and C16:0, C16:1, C18:1n9t, C20:0, C22:0 and C20:3n3c in sheep milk fatty acids were found to be statistically significant. C11:0 is only found in cow milk, C20:2 and C20:3n3 is only found in goat milk. The effect of the species on C14:1 and CLA content were statistically insignificant. Cow milk includes more C16:0, C16:1, C18:1n9t, C18:2n6t and C18:2n6c fatty acids, goat milk includes more C6:0, C8:0, C10:0, C12:0, C18:3n6 and C18:3n3 fatty acids, sheep milk includes more C4:0 and C17:0 fatty acids than others. While the SFA content of goat milk was 5% higher than the SFA content of cow and sheep milk, UFA content of cow and sheep milk was found to be 13% higher than that of UFA content of goat milk. It was determined that MUFA content of cow and sheep milk was 25% higher than that of goat milk. In terms of PUFA content, goat milk was 36% and 39% richer than cow and sheep milk, respectively.