There is industrial interest to reformulate dairy products by increasing the concentration of certain trans fatty acids, consumption has been associated with improved human health. Examples of such fatty acids are conjugated linoleic acid (CLA, C18:2), trans-vaccenic acid (TVA, C18:1 t11), eicosapentaenoic acid (EPA, C20:5 ω3), and docosahexaenoic acid (DHA, C22:6 ω3). Unfortunately, the concentration of such fatty acids in milk is rather low, which limits the use of milk fat as a primary source of bioactive lipids in the human diet. Ruminant scientists have developed cattle nutritional guidelines that increase the concentration of bioactive lipids through rumen biohydrogenation, offering commercial opportunities to formulate healthier dairy products. However, changes in the milk fat composition that are desirable from nutritional purpose may have significant impact on the flavor profile during thermal processing. This study evaluated the impact of UHT (125–145°C/2–20 s) on the flavor profile of CLA-enriched milk. Headspace solid-phase microextraction (HS-SPME) coupled to gas chromatography-mass spectrometry (GC-MS) was used to characterize the volatile compounds, followed by multivariate analysis. After UHT treatments, 18 volatiles were identified, including linear aldehydes (propanal, hexanal, heptanal, octanal, nonanal and decanal), branched aldehydes (3-methylpropanal, 2-methylbutanal, 3-methylbutanal, furfural and benzaldehyde), ketones (diacetyl, 2-pentanone, 2-hexanone, 2-heptanone, 2-octanone, 2-nonanone, 2-decanone and 2-undecanone) and dimethyl sulfide. The concentration of total aldehydes increased up to 4-fold with respect of methyl ketones when increasing temperature from 125 to 145°C. Heptanal was the most abundant volatile, resulting from UHT processing and a potential suitable marker for heat treatment of enriched-CLA milk.