To evaluate the effect of soybeans roasted at different temperatures on milk yield and milk fatty acid composition, 8 (4 multiparous and 4 primiparous) mid-lactation Holstein cows (42.9±3 kg/d of milk) were assigned to a replicated 4×4 Latin square design. The control diet (CON) contained lignosulfonate-treated soybean meal (as a source of rumen-undegradable protein) and calcium salts of fatty acids (Ca-FA, as a source of energy). Diets 2, 3, and 4 contained ground soybeans roasted at 115, 130, or 145°C, respectively (as the source of protein and energy). Dry matter intake (DMI) tended to be greater for CON compared with the roasted soybean diets (24.6 vs. 23.3 kg/d). Apparent total-tract digestibilities of dry matter, organic matter, and crude protein were not different among the treatments. Actual and 3.5% fat-corrected milk yield were greater for CON than for the roasted soybean diets. Milk fat was higher for soybeans roasted at 130°C than for those roasted at either 115 or 145°C. No differences were observed between the CON and the roasted soybean diets, or among roasting temperatures, on feed efficiency and nitrogen concentrations in rumen, milk, and plasma. Milk from cows fed roasted soybeans had more long-chain fatty acids and fewer medium-chain fatty acids than milk from cows fed Ca-FA. Compared with milk from cows fed the CON diet, total milk fat contents of conjugated linoleic acid, cis-9,trans-11 conjugated linoleic acid, cis-C18:2, cis-C18:3, and C22:0 were higher for cows fed the roasted soybean diets. Polyunsaturated fatty acids and total unsaturated fatty acids were greater in milk from cows fed roasted soybean diets than in milk from cows fed CON. Concentrations of C16:0 and saturated fatty acids in milk fat were greater for CON than for the roasted soybean diets. Cows fed roasted soybean diets had lower atherogenic and thrombogenic indices than cows fed CON. Milk fatty acid composition did not differ among different roasting temperatures. In summary, results showed that cows fed CON had higher DMI and milk yield than cows fed roasted soybean diets. Among different roasting temperatures (115, 130, and 145°C), soybeans roasted at 115°C led to higher milk production and lower DMI. Cows fed roasted soybeans, regardless of the roasting temperature, had more unsaturated fatty acids in milk. Using roasted soybeans in dairy cow rations could, therefore, improve the health indices of milk for human nutrition.