Various industrial activities lead to environmental pollution by heavy metals. Toxic heavy metals enter the food chain of dairy cows through feed and water, then transferred into milk. This study investigated the correlations of heavy metal contents between individual cows’ milk, water, silage and soil. The relationships between heavy metal contents in individual cows’ milk with milk protein, fat, lactose, solid nonfat (SNF), and total solids (TS) were analysed. Concentrations of Pb, As, Cr, and Cd in milk, silage and water were measured by Inductively Coupled Plasma Mass Spectrometry (ICP-MS). Lead, Cr, and Cd in soil were measured by Atomic Absorption Spectrometry (AAS), and As was detected by Atomic Fluorescence Spectrometry (AFS). One-way non-parametric tests and Spearman correlation analyses were performed using SAS 9.4 software. Levels of Pb and Cd in milk from the unpolluted area were significantly lower (P < 0.01) than those from industrial area. Significantly higher (P < 0.01) As residue was recorded in milk from unpolluted area. Positive correlation of Pb was observed between milk and silage, and As in milk was positively correlated with As in water. Content of As in milk was slightly (r = 0.09) correlated with As in silage, even though strong positive correlation (r = 0.78) was observed between silage and water. Positive correlations were observed for Cr and Cd between milk and silage, as well as milk and soil. Positive correlations were observed in Pb-protein, Cr-protein, and Cd-lactose; other positive correlation coefficients were nearly equal to zero. The results suggest that industrial activities lead to possible Pb and Cd contamination in milk. Drinking water could be the main source of As contamination in cows. No clear relationship was found between milk composition and heavy metals contents in milk. Water and soil on the farm had a partial contribution to heavy metal contamination in milk.