The aim of this study was to evaluate the effect of heterotrophically grown docosahexaenoic acid (DHA)-rich thraustochytrid Aurantiochytrium limacinum (AURA) added to dairy cow diet on milk fatty acid profile and milk cheese making properties. The secondary aim was to investigate the effect of pelleting on DHA transfer from diet to milk. Thirty six lactating dairy cows were blocked by parity, number of days in milk and by milk production and randomly assigned to 1 of 3 diets: AURA (150 g/cow/day) with protein concentrate in pelleted or meal form, and control group – protein concentrate in pelleted form without AURA. Milk samples from each cow were taken on days 0, 28, 56 and 84. Dietary supplementation for 84 days resulted in the successful enrichment of milk with DHA, at a level of 4.47 and 6.37 mg/100 ml milk for the groups supplemented with AURA in a pelleted and meal form, respectively. As less DHA was detected in the pelleted concentrate (470 vs 570 mg/kg), and subsequently in the milk of the groups fed these pellets, the process of pelleting may have resulted in a loss of DHA from the feed. Dietary supplementation with AURA improved milk quality: increased DHA content and lowered n-6:n-3 ratio. With no differences observed for the cheese making properties of milk from cows fed supplemented or control diets, it can be stated that milk obtained from cows fed diet enriched with DHA-rich thraustochytrid Aurantiochytrium limacinum at a dose 150 g/cow/day (which gives about 24 g DHA/cow/day) can be suitable for cheese production.