The aim of the present study was to evaluate the effects of adding dietary rumen-protected microencapsulated supplements into the ruminal fluid on the milk fat compositions of dairy cows. These supplements comprised linseed oil, vitamin E, rosemary extract, and hydrogenated palm oil (MO; Microtinic® Omega, Vetagro S.p.A, Reggio Emilia, Italy). For in vitro ruminal fermentation, Holstein–Friesian dairy cows each equipped with a rumen cannula were used to collect ruminal fluid. Different amounts (0%, 1%, 2%, 3%, 4%, and 5%) of MO were added to the diets to collect ruminal fluids. For the in vivo study, 36 Holstein–Friesian dairy cows grouped by milk yield (32.1 ± 6.05 kg/d/head), days in milk (124 ± 84 d), and parity (2 ± 1.35) were randomly and evenly assigned to 0.7% linseed oil (LO; as dry matter (DM) basis) and 2% MO (as DM basis) groups. These two groups were fed only a basal diet (total mixed ration (TMR), silage, and concentrate for 4 weeks) (period 1). They were then fed with the basal diet supplemented with oil (0.7 LO and 2% MO of DM) for 4 weeks (period 2). In the in vitro experiment, the total gas production was found to be numerically decreased in the group supplemented with 3% MO at 48 h post in vitro fermentation. A reduction of total gas production (at 48 h) and increase in ammonia concentration (24 h) were also observed in the group supplemented with 4% to 5% MO (p < 0.05). There were no differences in the in vitro fermentation results, including pH, volatile fatty acids, or CH4 among groups supplemented with 0%, 1%, and 2% MO. The results of the in vitro study suggest that 2% MO is an optimal dosage of MO supplementation in cows’ diets. In the in vivo experiment, the MO supplement more significantly (p < 0.01) increased the yield of total w3 fatty acids than LO (9.24 vs. 17.77 mg/100 g milk). As a result, the ratio of total omega-6 to omega-3 fatty acids was decreased (p < 0.001) in the MO group compared to that in the LO group (6.99 vs. 3.48). However, the milk yield and other milk compositions, except for milk urea nitrogen, were similar between the two groups (p > 0.05). Collectively, these results suggest that the dietary supplementation of 2% MO is beneficial for increasing omega-3 fatty acids without any negative effects on the milk yield of dairy cows.