Effects of different strategies for feeding supplements to grazing dairy cows on the composition and coagulation properties of milk and the subsequent yield and quality of Cheddar cheese were measured. The experiment used milk from 72 Holstein-Friesian cows, averaging 45d in milk, fed according to 1 of 3 feeding strategies: (1) cows grazed a restricted allowance of perennial ryegrass pasture [approximately 14kg of dry matter (DM)/cow per day, to ground level] supplemented with milled wheat grain fed in the milking parlor and alfalfa hay offered in the paddock (control); (2) same pasture and allowance as control, supplemented with a formulated grain mix containing wheat grain, corn grain, and canola meal fed in the parlor and alfalfa hay fed in the paddock (FGM); or (3) same pasture and allowance as control, supplemented with a partial mixed ration comprising the same formulated grain mix but mixed with alfalfa hay and presented on a feed pad after each milking (PMR). For all strategies, supplements provided the same metabolizable energy and grain:forage ratio (78:22, DM basis). Within each feeding strategy, milk was sampled from cows receiving either 8 or 16kg (DM) of supplement/cow per day. There were 2 replicated groups of 6 cows per supplement amount per dietary strategy; approximately 250L of milk was sampled from each for analyses of composition and coagulation properties and the manufacture of Cheddar cheese. The experiment had a 14-d adaptation period and a 14-d measurement period. For cows fed according to the control strategy, those fed 16kg/cow per day produced milk with lower concentrations of milk fat than cows fed 8kg/cow per day. This effect was not observed for cows fed according to the FGM and PMR strategies. Milk from cows fed 16kg of DM/cow per day according to the control strategy yielded less Cheddar cheese than milk from cows fed according to the PMR strategy, with cheese yields from FGM cows being intermediate. Amount of supplement offered had minor effects on percentages of some fatty acids. We observed few other effects of feeding strategy on milk composition, types of milk protein, milk coagulation properties, or the composition and quality of the resultant Cheddar cheese. These data show that, compared with the traditional control strategy, feeding PMR or FGM may increase milk fat concentration and the subsequent yield of Cheddar cheese without compromising cheese composition or quality.