This study aimed to evaluate the effects of annatto seeds, linseed oil and their combination on DMI, apparent total tract digestibility, antioxidant capacity and milk composition of dairy cows. Four lactating Holstein cows (120 ± 43 days in milk; 15.98 ± 2.02 kg of milk/day, mean ± SD) were allocated in a 4 × 4 Latin square with a 2 × 2 factorial arrangement (with or without annatto seeds at 15 g/kg of dry matter (DM); with or without linseed oil at 30 g/kg of DM) and provided four different diets: control (no annatto seeds or linseed oil); annatto seeds (15 g/kg of DM); linseed oil (30 g/kg of DM); and a combination of both annatto seeds and linseed oil. Annatto seeds reduced DM intake, and milk yield, protein and lactose, but increased content of fat, total solids and short chain fatty acid, with no effect on total antioxidant capacity of milk. Linseed oil supplementation decreased medium chain fatty acid proportion and n-6/n-3 ratio, conversely it increased long chain fatty acids and n-3 fatty acid content of milk, ether extract intake and total-tract digestibility. Thus, linseed oil supplementation in dairy cow diets improved the milk FA profile but decreased milk fat concentration, whereas annatto seeds did not influence antioxidant capacity and depressed feed intake and milk yield.