Mastitis is a major disease that affects the profitability of dairy farms. Peroxisome proliferator-activated receptor gamma (PPARγ) may improve the response to mastitis and regulate differentiation of adipocyte. A putative PPAR agonist, 2,4-thiazolidinedione (TZD), modulates metabolism and inflammation. The objective of this study was to determine the effects of TZD during induced subclinical mastitis on the milk fatty acid profile and lipid-soluble vitamins in dairy goats. The experiment included 24 Saanen lactating dairy goats receiving low-energy diet without vitamin supplementation. Six goats in each group received a daily I.V. injection of either 8 mg/kg BW of TZD or saline. A week later, goats were challenged with intramammary infusion (IMI) of Streptococcus uberis (MTZD or MCTR) or saline (CTZD or CTRL). Milk samples were obtained on d −8, 1, 4, 7, and 12 relative to IMI and were analyzed for retinol, α-tocopherol and fatty acid profile. Data were analyzed using the Proc Mixed of SAS with significance declared at P ≤ 0.05. CTZD had greater retinol concentration compared with CTRL on d 1 (658.7 vs 376.0 ± 147.5 µg/mL), and MTZD had lower retinol concentration over time. On d 4 after IMI, MCTR had greater α-tocopherol concentration than CTRL (1.44 vs 0.69 ± 0.39 µg/mL) and tended to be greater than MTZD. The MTZD had lower α-tocopherol over time. The TZD effect on fatty acid profile was detected on d 12; CTZD group was greater than CTRL in C18:0 (7.63 vs 5.68 ± 0.79%), C18:1 cis (25.9 vs 21.4 ± 1.8%), C18:3n-3 (1.5 vs 1.2 ± 0.1%), and C20:5 (0.07 vs 0.04 ± 0.01%). In addition, during subclinical mastitis, MTZD had greater α-linolenic acid on d 12 (1.4 vs 1.2 ± 0.1%) and C22:6 on d 4 (0.05 vs 0.01 ± 0.01%) compared with that for CTRL group. Overall, during sub-clinical mastitis with low energy diet, and no vitamin supplementation, TZD increased the presence of several dietary long-chain fatty acids with anti-inflammatory features and retinol in milk. This suggests that TZD affects milk fat and may possibly improve anti-inflammatory responses of the mammary gland.