The enhancement of milk production is essential for dairy animals, and nutrient supplements can enhance milk production. This work summarizes the influence of nutrient supplements—including amino acids, peptides, lipids, carbohydrates, and other chemicals (such as phenolic compounds, prolactin, estrogen and growth factors)—on milk production. We also attempt to provide possible illuminating insights into the subsequent effects of nutrient supplements on milk synthesis. This work may help understand the strategy and the regulatory pathway of milk production promotion. Specifically, we summarize the roles and related pathways of nutrients in promoting milk protein and fat synthesis. We hope this review will help people understand the relationship between nutritional supplementation and milk production.