Feeding is an important factor that affects the quality of animal products and also has a major impact on regional and local dairy products in terms of origin and quality. This study investigated the effects of pasture on nutritional characteristics and volatile components of sheep's milk, yoghurt and cheese produced in central Italy. During two grazing seasons (winter and spring) aliquots of fodder, yoghurt, fresh cheese and the corresponding ripened cheese were taken and analysed in relation to nutritional composition and volatile compounds. The grazing season influenced the chemical composition of the sheep's milk and dairy products, giving the cheese from the spring pasture a significantly higher dry matter content (61.26% vs 52.85%). Spring dairy products were also significantly higher in calcium (milk 0.40% vs 0.19%; yoghurt 0.23% vs 0.18%; cheese 0.64% vs 0.41%), while milk and cheese had significantly higher omega-3 fatty acids (milk 1.05 vs 1.61 g/100 g of total fatty acids; cheese 1.09 vs 1.76 g/100 g of total fatty acids) especially cis-9, cis-12, cis-15 C18:3 (milk 1.31 vs 0.66 g/100 g of total fatty acids; cheese 1.43 vs 0.70 g/100 g of total fatty acids). Spring cheese also contained more than twice the amount of trans-11 C18:1 (2.92 vs 1.20 g/100 g of total fatty acids) compared to the winter cheese. The higher linolenic acid and omega-3 content in milk were presumably related to the higher content of linolenic acid in the pasture.