Modification of milk and cheese fat to contain long-chain n-3 fatty acids (FA) by feeding microalgae (ALG) to dairy cows has the potential to improve human health, but the subsequent effect on the sensory attributes of dairy products is unclear. The objective was to determine the effect of feeding dairy cows different amounts of ALG that was rich in docosahexaenoic acid (DHA) on milk and cheese FA profile, cheese sensory attributes, and cow performance. Twenty Holstein dairy cows were randomly allocated to 1 of 4 dietary treatments in a 4 × 4 row and column design, with 4 periods of 28 d, with cheddar cheese production and animal performance measurements undertaken during the final 7 d of each period. Cows were fed a basal diet that was supplemented with ALG (Schizochytrium limancinum) at 4 rates: 0 (control, C), 50 (LA), 100 (MA), or 150 g (HA) of ALG per cow per day. We found that both milk and cheese fat content of DHA increased linearly with ALG feed rate and was 0.29 g/100 g FA higher in milk and cheese from cows fed HA compared with C. Supplementation with ALG linearly reduced the content of saturated FA and the ratio of n-6:n-3 FA in milk and cheese. Supplementation with ALG altered 20 out of the 32 sensory attributes, with a linear increase in cheese air holes, nutty flavor, and dry mouth aftertaste with ALG inclusion. Creaminess of cheese decreased with ALG inclusion rate and was positively correlated with saturated FA content. We also observed a quadratic effect on fruity odor, which was highest in cheese from cows fed HA and lowest in LA, and firmness and crumbliness texture, being highest in MA and lowest in HA. Supplementation with ALG had no effect on the dry matter intake, milk yield, or live weight change of the cows, with mean values of 23.1, 38.5, and 0.34 kg/d respectively, but milk fat content decreased linearly, and energy-corrected milk yield tended to decrease linearly with rate of ALG inclusion (mean values of 39.6, 38.4, 37.1, and 35.9 g/kg, and 41.3, 41.3, 40.5, and 39.4 kg/d for C, LA, MA, and HA, respectively). We conclude that feeding ALG to high-yielding dairy cows improved milk and cheese content of DHA and altered cheese taste but not cow performance, although milk fat content reduced as inclusion rate increased.