Twenty lactating Hungarian native goats were randomly divided into two groups to evaluate the effect of extensive grazing on the somatic cell counts, composition and fatty acid profile of milk and semi-hard cheese. The following important nutritional indices of goat milk and cheese fat were calculated: atherogenic index (AI), health-promoting index (HPI), hypercholesterolemic saturated fatty acids (HFA), hypocholesterolemic/hypercholesterolemic ratio (H/H), linoleic acid/α-linolenic acid ratio (LA/ALA) and thrombogenicity index (TI). The experimental period lasted for 38 days, encompassing the first four weeks as the period of adaptation to the natural pasture and the last ten days as the experimental period. The extensive grazing resulted in significantly higher concentrations of rumenic acid and lower n-6/n-3 ratio in milk (0.49 vs 0.67%, P < 0.01; 3.97 vs 1.49, P < 0.001) and in cheese (0.44 vs 0.63%, P < 0.001; 3.96 vs 1.54, P < 0.001). The extensive grazing significantly decreased the AI, HFA and LA/ALA, but on the other hand, increased the HPI and H/H indices in goat milk and cheese, respectively. The study results suggest that consumers have greater nutraceutical benefits from consuming milk and cheese from goats kept on natural pasture.