The aim of this study was to evaluate the effect of different forage:concentrate (FC) ratios in dairy ewe diets supplemented with sunflower oil (SO) on animal performance and milk fatty acid (FA) profile, particularly focusing on trans C18:1 FA and conjugated linoleic acid (CLA). Sixty lactating Assaf ewes were randomly assigned to 6 treatments in a 3 × 2 factorial arrangement: 3 FC ratios (30:70, 50:50, and 70:30) and 2 levels of SO addition (0 and 20 g/kg of dry matter). Both the diet FC ratio and SO supplementation affected milk yield, but differences between treatments were small. Although the proportion of concentrate induced limited changes in milk FA profile, dietary SO significantly decreased saturated FA and enhanced total CLA. Furthermore, the incorporation of SO in ewe diets decreased the atherogenicity index value by about 25% and doubled the contents of potentially healthy FA such as trans-11 C18:1 and cis-9,trans-11 CLA. However, the inclusion of SO in a high-concentrate diet (30:70) could switch linoleic acid biohydrogenation pathways, resulting in a significant increase in trans-10 C18:1, trans-9,cis-11 C18:2, and trans-10,cis-12 C18:2 milk fat percentages.