Small-scale dairy systems face reduced availability of water for irrigation of pastures and disruption in the amount or pattern of rains due to climate change, so research on alternative short-cycle rain-fed forages is needed. Grazing reduces feeding costs and small-grain cereals may be an option. The objective was to assess on-farm the performance of dairy cows grazing 6 h/d of three small-grain cereals: rye (RYE), wheat (WHT), and triticale (TRT), and supplemented 4.5 kg DM/cow/d of concentrate. Twelve Holstein cows were used in repeated 3x3 Latin Squares with 14-day experimental periods. Pasture variables were analysed with a split-plot design, and economic analysis was performed with partial budgets. Sampling of forage (sward height, net herbage accumulation, botanical and chemical composition of herbage) and animal variables (milk yield and composition, live weight, and body condition score) were at the end of each period. RYE showed a trend (P = 0.10) for higher net herbage accumulation with highly significant differences (P < 0.001) among periods. RYE had higher DM, a lower CP content (P < 0.05) and no differences for other chemical components between treatments (P > 0.05). RYE proportion in pasture was consistently higher, whilst the lowest cereal proportion was in WHT. There were no differences (P > 0.05) for any animal variable. The RYE and TRT treatments proved useful as rain-fed forage alternatives under grazing. WHT showed lower crop and economic performance. However given the higher cereal component in pastures, regrowth potential, post-grazing herbage mass, as well as better economic performance, the RYE treatment was better ranked by the participating farmer.