We investigated the effect of including palm kernel cake (PKC) at the levels of 0, 80, 160 and 240 g kg−1 in the diet of lactating goats on the quality and sensory parameters of Minas Frescal cheese. Twelve goats were used in a triple 4 × 4 Latin square design. The dietary addition of PKC was associated with a reduction in moisture (p = 0.004), which compromised the cheese yield (p = 0.030). The ether extract content showed a quadratic response. There was a decrease in caproic (p = 0.014), caprylic (p = 0.011), capric (p = 0.003) and palmitic (p = 0.049) acids and an increase in lauric (p = 0.012) and myristic (p = 0.02) acids. Monounsaturated fatty acids increased (p = 0.008), whereas the ratio of polyunsaturated to saturated fatty acids (p = 0.022) and thrombogenicity index (p = 0.023) decreased. Principal component analysis indicated that control treatment and the treatment with 80 g kg−1 PKC were the most acceptable to the cheese tasters. The use of palm kernel cake is a good alternative for lactating goats when added to the diet at levels up to 80 g kg−1.