The addition of vegetable oils to the diets of dairy goats is an alternative to supplemental feeding during the dry period and improves the lipid profile of milk and by-products. Cheeses were produced using milk from cross bred goats (Saanen × Alpina) fed diets enriched with 4% vegetable oil (faveleira, sesame or castor), the fatty acid profile of cheeses was studied. Supplementation with vegetable oils did not increase the total fat percentage of the cheese (p ≥ 0.05) but did increase the percentage of CLA isomers, long-chain fatty acids (LCFA) and polyunsaturated fatty acids (PUFA); in addition, the index of desirable fatty acids (DFA - expressed as the sum of unsaturated fatty acids plus stearic acid) was increased for cheese made from milk from goats fed sesame or faveleira oil. Cheeses may have had increased percentages of cis-9,trans-11-CLA due to the supplementation of animal diets with vegetable oils rich in C18:2, such as faveleira and sesame oils. The fatty acid profile of goat cheese did not change significantly in response to the use of castor oil. Thus, the addition of sesame and faveleira oils to goat diets positively altered the fatty acid profile, which improved the nutritional characteristics of the fat present in goat cheese.