SummaryIn the modern large‐scale retail trade, voluntary quality schemes play a fundamental role to communicate specific quality attributes of processes and products, from farms to the market. However, consumers are not always able to recognise such an added value for milk certifications. In this paper, we evaluated the differences in the lipid quality and sensory properties of four different commercial labels for retail milk by means of gas‐chromatographic analysis of fatty acids (FAs) and sensory assessment performed by a trained sensory panel. Meanwhile, we tested the effects of the four selected milk labels and information on consumers perception by means of an online experimental survey. Our results emphasised a different FAs composition of retail milk labelled under voluntary certifications. Polyunsaturated FAs of the n‐3 and n‐6 series (along with their ratios), branched chain FAs, trans isomers of C18:1 and conjugated isomers of linoleic acid were found at different concentrations in different milk labels, with the TSG Haymilk (HM) displaying the most favourable profile followed by the mountain product (MP) and then by High‐Quality fresh milk (HQ) and Extended Shelf‐Life milk (ESL) with no voluntary quality marks. Being strictly related to the farm production system, milk FAs revealed as natural markers of production system for certified milk. Quite no difference was found for the sensory properties, excepting for the overall aroma intensity, which was lower in MP. At the same time, we evidenced that the added value given by the distinct quality of fat for HM and MP is still not recognised by consumers, which perceived these milk labels as healthy, as tasty, as natural and as nutrient as HQ. This result highlighted that there is still room for producers aligned with the voluntary certifications HQ and MP to promote their products on the market and to raise consumer awareness about their quality attributes.