Contradictory results have been found in the response of dairy goats to the supplementation of fish oil in their diet to improve the n-3 polyunsaturated fatty acids (PUFA) in milk. The responses to the inclusion of fish oil in the diet of ruminants either induced milk fat depression, increased milk fat content, and/or negatively impacted milk yield. The objective of this study was to determine whether including a low dose of encapsulated fish oil in the diet of goats can modify yield, milk composition, and the fatty acid (FA) profile of milk. Ten Alpine goats were divided into two homogeneous subgroups and assigned to either the control or experimental diet. The control animals received the basal diet without supplementation of fish oil, whereas the experimental group was given the same basal diet supplemented with encapsulated fish oil (1.14 g /kg of concentrate) for 56 days. Milk samples were analyzed for chemical composition and FA profile. The inclusion of encapsulated fish oil in the goat diet did not affect the yield and composition of goat milk. The effect of diet was not significant on the FA profile of goat milk, except that 20:0 was lower (P < 0.05) in the milk of goats that received fish oil. The low dose of encapsulated fish oil supplement used in this study did not impact (P > 0.05) the PUFA content of goat milk or milk composition and yield; however, the atherogenicity index (AI), which is beneficial to heart health, was lower (P < 0.05) in the milk of goats that received fish oil as a supplement in their diet compared to the control.