The objectives were to investigate the lutein content of bovine milk as affected by the cows' dietary lutein supplementation in the presence or absence of antioxidants, vitamin E (Vit E), tea polyphenols (TP) and ethoxyquin (EQ), and to assess the impact of subsequent pasteurisation on the lutein content and sensory quality of the bovine milk. Among the dietary supplement formulations studied, lutein plus Vit E was the most effective, lutein plus TP was moderately effective, and lutein plus EQ was adversely effective at improving the milk's lutein content by 53–88%, relative to the basal diet. Co‐supplementation with antioxidant also mitigated the lutein loss caused by the milk's processing and storage. This study showed that supplementation of bovine feed with Vit E plus lutein resulted in milk with high lutein content, and a superior ability to resist heat‐induced lutein loss and sensory changes.