Six experiments were conducted to evaluate the use of fat in diets containing a high level of milk products for weanling pigs. In Exp. 1, 192 pigs (6.6 kg and 23 d) were used to determine whether milk products (0 or 40%) in the diet influenced the utilization of fat (0 or 10%). No fat x milk product interactions were found. Adding milk products to the diet improved (P < .01) ADG, ADFI, and gain/feed (G/F). Adding fat to the diet did not influence performance. In Exp. 2, 3, and 4, 576 pigs (6.0 kg and 20 d) were used to determine the influence of fat level on performance. Adding soybean oil (0, 3, 6, or 9%) to the diet from d 0 to 14 after weaning had no influence on growth performance. Increasing soybean oil (0, 2, 4, or 6%) in the diet from d 14 to 35 had no influence on ADG; however, G/F improved linearly (P < .001). In Exp. 5, 196 pigs (7.5 kg and 26 d) were used to determine the influence of fat source (soybean oil, corn oil, or tallow) on performance. Pig performance was not different among fat sources. In Exp. 6, 240 pigs (5.4 kg and 21 d) were used to determine the influence of fat and(or) milk product inclusion in the nursery diet on subsequent grow-finish performance. Adding milk products, but not fat, to the nursery diet improved (P < .08) overall performance to market weight. These results indicate adding fat to the diet from d 0 to 14 after weaning had no influence on performance. Adding fat to the diet from d 14 to 35 improved G/F; however, it did not improve ADG or overall performance to market. Diet composition during the nursery period can affect subsequent performance.