The fatty acid (FA) composition of colostrum (<7 days) and mature milk (>90 days) from cows, goats, camels, donkeys, and mares was analysed. Mare milk had the greatest percentage of polyunsaturated FAs (PUFAs) among all samples and the ratio of saturated FA:monounsaturated FA (MUFA):PUFA (1:0.69:0.84) was nearest to the optimal ratio (1:1:1) formulated by FAO/WHO. Mare milk was composed mainly of C16:0, C18:1c, and C18:3N3. Odd-chain FAs mainly accumulated in mare and donkey milk; cow and goat milk had more short-chain FAs. The distribution of FAs in non-ruminant milk is more reflective of the diet lipid content than that of ruminants. Mare milk had the lowest values of atherogenic index and thrombogenic index, possibly serving as a reference value for the development of anti-cardiovascular function in mare milk. Hence, this result indicates that mare milk could be more suitable for human nourishment than milk from donkey and ruminants.