Method for incorporating polyunsaturated fatty acids into milk with improved efficiency. The methods include protecting the polyunsaturated fatty acids, including omega-3 and omega-6 polyunsaturated fatty acids, with a protective agent prior to feeding the fatty acids to a milk producing animal. Methods for feeding polyunsaturated fatty acids to milk producing animals by top dressing a polyunsaturated fatty acid supplement on top of animal feed compositions and methods of making and using such compositions are also provided.