Goat milk naturally enriched with docosahexaenoic acid (DHA), containing 30 mg of DHA per 100 g of sample, was obtained by dietary supplementation of DHA-enriched microalgae powder and used to produce ultra-high temperature (UHT) sterilized milk and whole milk powder. UHT-sterilized milk and whole milk powder artificially added with microencapsulated DHA-enriched algae oil powder were also prepared and used as controls. All samples were stored for up to 28 days at 25 or 37 ℃ to evaluate the stability of fatty acids in goat milk products naturally and artificially enriched with DHA during storage. The results showed that compared to the samples artificially enriched with DHA, the decrease of DHA in UHT-sterilized milk and milk powder naturally enriched with DHA during storage was significantly slowed. At 37 ℃, the maximum percentage decrease of the DHA content in UHT-sterilized milk artificially enriched with DHA was (40.92 ± 3.52)% compared to (36.70 ± 4.84)% for its natural counterpart. For all samples, the content of polyunsaturated fatty acids decreased over storage time. In addition, polyunsaturated fatty acids were more abundant and more prone to oxidation forming fatty acids with shorter carbon chains in the milk samples naturally enriched with DHA relative to their artificial counterparts. Moreover, the lipid oxidation indexes peroxide value (POV) and acid value (AV) increased with storage time more slowly in the natural enrichment groups compared to the artificial addition groups. The results of this study provide a theoretical reference for the preparation of dairy products naturally rich in DHA.