The physical properties of milk fat are intrinsically related to its chemical composition. This in turn is linked to animal feeding and to a lesser extent to genetics. Understanding the relation between these factors is utmost important to define the effects of animal feeding strategies on milk fat and milk fat rich products. In the present chapter, an overview of high-throughput techniques useful in the study of milk fat triacylglycerols is given. The latest advances in the study of milk fat microstructure structure are summarized. Moreover, the relation between cow’s feeding regimes, milk fat composition and its crystallization microstructure is presented. Finally, we present two cases of study where chemical and physical techniques are used to understand the milk fat thermal behavior and microstructure.