Cows mobilize body reserves during early lactation, which is reflected in the milk fatty acid (FA) profile. Milk FA can be routinely predicted by Fourier-transform infrared (FTIR) spectroscopy, and be, thus, used to develop an early indicator for bodyweight change (BWC) in early lactating cows in commercial dairy farms. Cow records from 165 herds in Denmark between 2015 and 2017 were used with bodyweight (BW) records at each milking from floor scales in automatic milking systems. Milk FA in monthly test-day samples was predicted by FTIR. Predictions of BWC were based on a random forest model and included parity, stage of lactation, and test day milk production and components (fat, protein, and FA). Bodyweight loss was mainly explained by decreased short-chain FA (C4:0–C10:0) and increased C18:0 FA. The root mean square error (RMSE) of prediction after cross-validation was 1.79 g/kg of BW (R2 of 0.94). Model evaluation with previously unseen BWC records resulted in reduced prediction performance (RMSE of 2.33 g/kg of BW; R2 of 0.31). An early warning system may be implemented for cows with a large BW loss during early lactation based on milk FA profiles, but model performance should be improved, ideally by using the full FTIR milk spectra.