Milk obtained from sheep grazing natural pastures and some forage crops may be worth a plus value as compared to milk obtained from stall-fed sheep, due to their apparently higher content of beneficial fatty acids (FAs). Fourier transformed mid-infrared (FT-MIR) analysis of FA can help distinguish milk from different areas and diverse feeding systems. The objective was to discriminate milk from sheep and milk from dairy sheep rotationally grazing Italian ryegrass or berseem clover for 2, 4, or 6 h/day. To test this hypothesis, a data-mining study was undertaken using a database of 1,230 individual milk spectra. Data were elaborated by principal component analysis (PCA) and analyzed by linear discriminant analysis (LDA) with or without the use of genetic algorithm (GA) as a variable selection tool with the primary aim to discriminate grazed forages (grass vs. legume), access time (2, 4, or 6 h/day), grazing day (first vs. last grazing day during the 7-day grazing period), and the milking time (morning vs. afternoon milking). The best-fitting discriminant models of FT-MIR spectra were able to correctly predict 100% of the samples differing for the pasture forage, 91.9% of the samples differing for grazing day, and 97.1% of the samples regarding their milking time. The access time (AT) to pasture was correctly predicted by the model in 60.3% of the samples, and the classification ability was improved to 77.0% when considering only the 2 and 6 h/day classes.