Some in vitro and in vivo studies have demonstrated protective effects of conjugated linoleic acid (CLA) isomers against oxidative stress and lipid peroxidation. However, only a few and conflicting studies have been conducted showing the antioxidant potential of essential fatty acids. The objectives of the study were to compare the effects of CLA to other essential fatty acids on the thiol redox status of bovine mammary epithelia cells (BME-UV1) and their protective role against oxidative damage on the mammary gland by an in vitro study. The BME-UV1 cells were treated with complete medium containing 50 μM of cis-9,trans-11 CLA, trans-10,cis-12 CLA, α-linolenic acid, γ-linolenic acid, and linoleic acid. To assess the cellular antioxidant response, glutathione, NADPH, and γ-glutamyl-cysteine ligase activity were measured 48 h after addition of fatty acids (FA). Intracellular reactive oxygen species and malondialdehyde production were also assessed in cells supplemented with FA. Reactive oxygen species production after 3 h of H2O2 exposure was assessed to evaluate and to compare the potential protection of different FA against H2O2-induced oxidative stress. All FA treatments induced an intracellular GSH increase, matched by high concentrations of NADPH and an increase of γ-glutamyl-cysteine ligase activity. Cells supplemented with FA showed a reduction in intracellular malondialdehyde levels. In particular, CLA isomers and linoleic acid supplementation showed a better antioxidant cellular response against oxidative damage induced by H2O2 compared with other FA.