Little is known about milk fatty acid (FA) profile of cows fed diets based on sugarcane (Saccharum officinarum L.) bagasse. This study aimed to evaluate FA profile and nutritional quality indexes of milk fat of cows fed sugarcane bagasse and concentrate in the Brazilian northeast semiarid region. Multiparous Girolando cows were allocated in four diets based on different levels of sugarcane bagasse (30%, 38%, 46%, and 54% total DM) added to concentrate. Fatty acids C18:1 trans-11 (lowest value for 46% inclusion) and conjugated linoleic acid (CLA) cis-9, trans-11 (lowest value for 46% inclusion) in milk fat presented a quadratic pattern (P < 0.05). This trend was also observed for C18:1 cis-9 (P < 0.05), but at a lower magnitude. There was a reduction in concentration of C18:1 trans-10 (0.320 to 0.148 g 100 g-1 total FA) and CLA trans-10, cis-12 (0.008 to 0.004 g 100 g-1 total FA) according to the levels of sugarcane bagasse increase. The greater inclusion of bagasse and consequent reduction in the proportion of concentrate, notably corn, cause an increase in concentration of medium-chain saturated FA and a linear reduction of C18:3 n-3 and C18:2 n-6, with a consequent increase in the indexes of atherogenicity (2.82 to 3.2) and thrombogenicity (3.39 to 3.84) and a decrease in ratio of hypo/ hyper-cholesterolemic (0.44 to 0.37) and ω-6:ω-3 (12.44 to 8.80) in milk fat. Results indicate that different levels of sugarcane bagasse change the FA content in cows' milk when bagasse is an exclusive roughage source in the diet. The greater inclusion of sugarcane bagasse reduces the quality of milk fat of dairy cows. The lowest level of sugarcane bagasse inclusion tested (30%) promotes greater milk yield and healthier milk fat.