Fatty acid is an important factor affecting the nutritional quality of milk. In this study, we collected and assessed 78,086 milk samples from 12,065 Chinese Holstein cows from 11 farms in Northern China from November 2019 to September 2022. The contents of eight fatty acid groups were predicted using FT-MIRS-based models. The contents of TFAs, SFAs, UFAs, MUFAs, PUFAs, and LCFAs in milk reached the highest at 96–125 DIM, and SCFA and MCFA contents reached the highest at 276–305 DIM. With the increase in somatic cell score, the contents of various fatty acid groups in milk gradually decreased, and the nutritional value of milk and flavor of dairy products gradually deteriorated. The contents of high-quality fatty acids in milk, particularly UFAs and MUFAs, were significantly higher in the non-pregnant state than in the pregnant state. However, SCFA and MCFA contents exhibited the opposite pattern. Our findings provided valuable information on the content and distribution range of fatty acid groups in milk from Chinese Holstein cows. Further analysis is warranted to explore the breeding of Chinese Holstein cows providing milk with abundant beneficial fatty acids.