The objective of this study was to evaluate the effect of the dietary inclusion of 6 g/kg dry matter intake of an unextracted Aurantiochytrium limacinum algae (AURA) in mid-lactation Italian Friesian cows under commercial conditions on milk yield, milk composition and docosahexaenoic acid (DHA) content. Cows were allocated to two groups (n = 18; 108.2 ± 66.1 and 104.4 ± 54.6 days in milk, control and treated groups, respectively). Feeding AURA for 84 d had no effect on dry matter intake, body condition score or weight gain, but did improve milk yield by 1.9 kg/cow/d (+5.4%; P < 0.1) over the course of the experiment. Milk fat concentration declined by 12% (P < 0.0001) without any significant change in 4% fat corrected milk, protein or lactose. Supplementing AURA for 12 weeks substantially altered the fatty acid profile of milk compared with milk from CON-fed cows such that the proportion of unsaturated fatty acids increased, omega-3 fatty acid content increased by 73.1% (P < 0.0001) and was accompanied by a favourable increase in the omega-3:6 fatty acid ratio by 75.0% (P < 0.0001). The AURA supplement, during day 7–84, increased the DHA concentration to 0.37 g /100 g milk total fatty acids (P < 0.0001) with a mean transfer efficiency of 18.1% from feed to milk. Together these results indicated that supplementing a dairy cow diet with DHA-rich microalgae is a feasible and efficient means for creating DHA-enriched milk for human consumption.