The study aimed to test whether or not milk fatty acid composition in mothers of small for gestational age (SGA) infants is similar to that in mothers of adequate for gestational age (AGA) infants. Thirty three mothers of SGA preterm infants and 66 mothers of AGA preterm infants were included. Milk and plasma fatty acids were analyzed using capillary gas chromatography. Milk DHA (0.68 ± 0.37 vs. 0.44 ± 0.24; p < 0.01) was higher and n-6:n-3 PUFA ratio (12.0 ± 4.64 vs. 16.0 ± 6.32; p < 0.05) was lower in mothers of SGA infants. Plasma ARA and DHA were increased in mothers of SGA infants and decreased in their infants. Milk ARA or DHA was positively related to the correspondent fatty acid in plasma (r = 0.374, p = 0.010 for ARA and r = 0.690, p < 0.001 for DHA). Breast milk in mothers of preterm infants born SGA is enriched in DHA and n-3 PUFA. Breastfeeding SGA preterm infant with own mother's milk is recommended.