It is interesting to optimize milk composition by means of nutrition because milk yield and milk composition are negatively correlated. Milk fat and protein contents are valuable routine parameters from predicting cheese yield in ewe's milk and this paper focuses on both parameters. Variation coefficients and possibilities of altering milk composition by feeding are high for fat and low for protein and casein contents. The effect of the level of nutrition is reviewed and opposite effects of energy balance on milk fat (negative) and milk protein (positive) are presented. A high level of nutrition will decrease fat and slightly increase milk protein and casein percentages in most cases in dairy sheep. Increase in dietary protein concentration in well-fed ewes has no effect on milk fat or milk protein contents. Feeding with concentrate, which is a valuable mean of increasing energy intake, may depress by its own action the milk fat and protein contents.