Cheese yield is strongly influenced by the composition of milk, especially fat and protein contents, and by the efficiency of the recovery of each milk component in the curd. The real effect of milk composition on cheesemaking ability of goat milk is still unknown. The aims of this study were to quantify the effects of milk composition; namely, fat, protein, and casein contents, on milk nutrient recovery in the curd, cheese yield, and average daily yield. Individual milk samples were collected from 560 goats of 6 different breeds. Each sample was analyzed in duplicate using the 9-laboratory milk cheesemaking assessment, a laboratory method that mimicked cheesemaking procedures, with milk heating, rennet addition, coagulation, curd cutting, and draining. Data were submitted to statistical analysis; results showed that the increase of milk fat content was associated with a large improvement of cheese yield because of the higher recovery of all milk nutrients in the curd, and thus a higher individual daily cheese yield. The increase of milk protein content affected the recovery of fat, total solids, and energy in the curd. Casein number, calculated as casein-to-protein ratio, did not affect protein recovery but strongly influenced the recovery of fat, showing a curvilinear pattern and the most favorable data for the intermediate values of casein number. In conclusion, increased fat and protein contents in the milk had an effect on cheese yield not only for the greater quantity of nutrients available but also for the improved efficiency of the recovery in the curd of all nutrients. These results are useful to improve knowledge on cheesemaking processes in the caprine dairy industry.