Maternal milk (MM) intake during neonatal intensive care unit (NICU) hospitalization is associated with improved neurodevelopment in preterm infants. Underlying mechanisms may include stronger mother–infant emotional connection. This paper examines associations between MM provision in the NICU with maternal connection to her infant using three factors validated in our sample: maternal sensitivity, emotional concern, and positive interaction/engagement. We studied 70 mothers of infants born <1500 g and/or <32 weeks’ gestation. Associations between MM provision and mother–infant connection were modeled using median regression adjusted for clustering. Mothers who provided exclusive MM (i.e., 100% MM, no other milk) reported higher levels of maternal sensitivity by a median score of 2 units (β = 2.00, 95% CI: 0.76, 3.24, p = 0.002) than the mixed group (i.e., MM < 100% days, other milk ≥1 days), as well as greater emotional concern (β = 3.00, 95% CI: −0.002, 6.00, p = 0.05). Among mothers of very preterm infants, greater milk provision was associated with greater maternal sensitivity, but also with greater emotional concern about meeting the infant’s needs. These findings highlight the importance of supporting MM provision and early infant care as an integrated part of lactation support. The findings may also provide insight into links between MM provision in the NICU and infant neurodevelopment.