Background/Objectives: In this study, the differences in protein and fat bioactive components between the milk from purebred Polish Holstein Friesian (PHF) cows and PHF cows crossbred with Swedish Red (SRB) were investigated. The objective was to assess the impact of genetic variation on the nutritional quality of their milk. Methods: This study was conducted at the Warsaw University of Life Sciences’ (WULS) experimental dairy farm in Warsaw, Poland, and involved 60 primiparous cows divided into two groups: 30 PHF×SRB crossbred cows and 30 purebred PHF cows. All cows were housed in a free-stall system with an average lactation yield exceeding 10,000 kg/lactation. The milk composition analyses included total protein, casein, whey protein, fatty acid profiles, and vitamin content. Results: Milk from the PHF×SRB hybrids showed a significantly greater total protein content (3.53%) compared to that from the purebred PHF cows (3.28%). The casein content was higher in the hybrids’ milk (2.90%) than the purebreds’ milk (2.78%), while the whey protein levels were lower in the purebred milk (0.50%) than in the hybrid milk (0.63%). The hybrids exhibited higher concentrations of certain saturated fatty acids in their milk, while the purebreds’ milk contained greater amounts of beneficial unsaturated fatty acids and fat-soluble vitamins—E, D, and K. Conclusions: These results indicate that genetic selection through crossbreeding can enhance the nutritional quality of milk. The differences observed in protein, fatty-acid, and vitamin content underscore the role of the genotype in milk composition, suggesting that breeding strategies can optimize dairy products’ health benefits.