This study determined the effect of protected dietary oils on dry matter intake (DMI), digestibility and milk production in dairy goats. Nine Saanen goats were used in a 3 × 3 Latin square design with three periods of 25 days. A basal diet based on barley hay and corn silage was supplemented with 2.7% DM of calcium soaps of either palm (PO), canola (CO) or safflower (SO) oils. Data for dry matter intake, nutrient digestibility and milk production was analyzed using the general linear model (GLM) procedure of SAS. Gas production data was analyzed using the procedure of non-linear regression analysis (PROC NLIN) from SAS. Nutrient intakes were not affected by treatments. However, compared with CO, the digestibility of dry matter (653 vs. 552 and 588 g/kg), organic matter (663 vs. 559 and 606 g/kg) and neutral detergent fiber (616 vs. 460 and 510 g/kg) were lowered (p < 0.001) by SO and PO. Compared with CO, in vitro gas production increased (p < 0.001) in PO and SO (174 vs. 201 and 206 mL gas/g incubated DM). Compared with PO and CO, milk production increased (p < 0.001) with SO (0.88 and 0.95 vs. 1.10 kg/d, respectively). With regard to PO and SO, CO decreased fat (34 and 35 vs. 32 g/d) and protein (35 and 38 vs. 30 g/d) in milk. In conclusion, compared to the traditional use of calcium soaps manufactured from PO, protected SO resulted in increased milk yield without negative effects on digestibility and nutrient intake.