The effects of feeding pelleted citrus pulp (PCP) as a natural antioxidant source on the performance and milk quality of dairy cows fed highly polyunsaturated fatty acid (FA) diets were evaluated. Four lactating Holstein cows were assigned to a $4{ imes}4$ Latinsquare. Treatments, on a dry matter (DM) basis, were i) control diet; ii) 3% soybean oil; iii) 3% soybean oil and 9% PCP and; iv) 3% soybean oil and 18% PCP. When cows fed on citrus pulp, the DM intake tended to decrease. The total tract apparent digestibility of DM and ether extract decreased when cows fed on the control diet compared to other diets. Cows fed PCP had higher polyphenols and flavonoids content and higher total ferric reducing antioxidant power (FRAP) in milk compared to those fed no pelleted citrus pulp. Cows fed 18% PCP showed higher monounsaturated FA and lower saturated FA in milk fat compared with cows fed the other diets. The lowest n-6 FA proportion was in milk fat from cows fed control. The present study suggests that pelleted citrus pulp added to 9% to 18% DM increases total polyphenols and flavonoids concentration, and the FRAP in milk.