The diet of dairy cows influences the fatty acid (FA) profiles of their milk and cheese, but how these are affected by different conditions during confinement in a mixed system (MS:grazing + total mixed ration:TMR) is not known. The aim of this study was to compare the FAs of the milk and cheese from MS in a compost-bedded pack barns (CB-GRZ) versus an outdoor soil-bedded pen (OD-GRZ) during confinement, and with a confinement system (100%TMR) in a compost-bedded pack barns (CB-TMR). Individual milk samples (n = 12 cows/group), cheese, and pooled milk (MilkP) samples were collected. The saturated FA percentages in the milk and the omega 6/omega 3 ratio in the MilkP and cheese were greater for the CB-TMR (p < 0.0001), while the unsaturated and monounsaturated FA percentages in the milk were lower for the CB-TMR than the MS (p < 0.001). The milk n-3, C18:3, and conjugated linoleic acid percentages were lower for the CB-TMR than the MS (p < 0.001). The milk n-3 and C18:3 were higher for the CB-GRZ than the OD-GRZ (p < 0.01), but no differences were observed between the MS in the MilkP and cheese. In conclusion, CB-GRZ cows during confinement produced better quality milk compared to OD-GRZ cows. However, the FA profiles of the milk, MilkP, and cheese were affected to a greater extent by the feeding management than by the conditions during confinement.