This experiment was conducted to evaluate different microalgae species as protein supplements in the nutrition of lactating dairy cows in comparison to soya bean meal. Four multiparous lactating Finnish Ayrshire cows (112 days in milk) were used in a balanced 4 x 4 Latin square study. Cows were fed separately fixed amount of cereal-sugar beet pulp based concentrate (12.5 kg/d) and grass silage ad libitum. Experimental treatments consisted of four isonitrogenous protein supplements: soya bean meal (SOY), Spirulina platensis (SPI), Chlorella vulgaris (CHL) and a mixture of C. vulgaris and Nannochloropsis gaditana (1:1 on dry matter (DM) basis; CHL-NAN). The substitution of soya bean meal by microalgae did not affect the quantity of total DM intake (DMI), but changed the composition of DMI by decreasing the concentrate:forage ratio of the diet (P = 0.054) owing to the poorer palatability of microalgae. Intake of methionine was increased (P < 0.01) and that of histidine decreased (P < 0.01) with microalgae diets compared to SOY, but no significant changes in arterial concentrations were observed. The digestibility of nutrients, milk or energy corrected milk (ECM) yield were not affected by dietary treatments. Though, owing to SPI, algae diets resulted in numerically + 2.2 kg/d higher ECM yield than SOY. Microalgae diets tended to result in higher milk fat (P = 0.073), arterial acetic acid (P = 0.055) and non-esterified fatty acid (P = 0.060) concentrations than SOY. Milk fat (P < 0.05) and arterial acetic acid (P = 0.010) concentrations were increased and milk fat yield tended to increase (P = 0.098) on SPI compared to CHL and CHL-NAN. Urinary nitrogen excretion was also lower (P < 0.05) for microalgae diets than for SOY. Microalgae diets resulted in higher secretion of Delta 6:2 (P < 0.05), cis-9, cis-12, cis-15 18:3 (a-linoleic acid; ALA) (P < 0.05), cis-6, cis-9, cis-12 18:3 (P < 0.05) and polyunsaturated fatty acids (PUFA) (P < 0.05) in milk than SOY. Secretion of cis-5, cis-8, cis-11, cis-14, cis-17 20:5 (eicosapentaenoic acid; EPA) in milk tended to be higher on CHL and CHL-NAN than on SPI (P = 0.060), and was higher on CHL-NAN than on CHL (P < 0.05). Also the omega-6:omega-3 ratio was lower (P < 0.05) for CHL-NAN than for CHL. The results suggest that microalgae are likely comparable protein feed to soya bean meal in dairy cow nutrition, especially if palatability of microalgae can be improved.