Dietary conjugated linoleic acid (CLA)‐induced lipolysis and body fat loss are enhanced in mice fed coconut oil (CO); however, differences between mouse strains have been observed. This study was designed to evaluate the response to CLA and oil source in 4 common mouse strains. Male CF‐1, ICR, NIH, and Swiss Webster mice (3‐wk‐old, n = 24 per strain) were fed diets containing either soy oil (SO) or CO for 6 weeks, followed by 0 or 0.5% CLA (replacing base oil w/w) for 12 days. Tissue weights were measured for the calculation of a body fat index (BFI): epididymal + retroperitoneal fat pads/body weight*100. Epididymal and retroperitoneal fat pads were pooled and used for ex vivo lipolysis analysis and real time RT‐PCR. We detected an oil*CLA interaction (P = 0.03) on BFI where SO‐fed mice were the fattest and CO+CLA‐fed mice were the leanest, and a main effect of strain (P < 0.001) where Swiss Webster mice were the fattest and NIH mice the leanest, but no diet by strain interactions. Lipolysis was stimulated by both CO (P < 0.001) and CLA (P = 0.002) with no effect of strain. No differences in the mRNA expressions of UCP1, UCP2, UCP3, or CPT1 were detected but UCP1 expression was positively correlated (r = 0.26, P = 0.01) with lipolysis. As expected, the BFI was negatively correlated (r = ‐0.43, P < 0.001) with lipolysis but positively correlated (r = 0.35, P = 0.001) with serum NEFA. In conclusion, we found that mouse strain does not significantly impact the response to CLA and/or CO and no evidence of increased UCP expression in the adipose tissue of CLA‐fed mice.