The feeding of ruminants such as goats is critical because conferring nutraceutical characteristics to the milk. Alfalfa is forage used for feeding ruminants and depending on plant growth conditions, it will impact animal production. The production of goat’s milk has increased in recent years, the goat’s milk and its derivatives are relevant because of the quality and quantity of their proteins, carbohydrates, fats, vitamins and minerals. Goat’s milk degrades significantly faster and has lower allergenicity than cow’s milk. Their fat composition reinforces those essential characteristics of goat’s milk. Goat’s milk has a higher concentration of caproic acid, caprylic acid, capric acid, palmitic acid, omega-3 linolenic acid and low content of long-chain fatty acids as stearic acids than cow’s milk and this indicates that the goat´s milk can be more easily attacked by digestive enzymes and high efficiency in lipid metabolism compared to cow´s milk. This review discusses the impact of the feeding system on the nutrimental and functional characteristics of goat’s milk.