Objective: To investigate the differences of fat-soluble nutrients in breast milk， infant formula(IMF) and milk， and the effects of feeding style， brand and production month on the content of fat-soluble nutrients in milk. Methods: Different infant formula(IMF)， grass-fed milk and grain fed milk were selected to extract the fat-soluble nutrients by saponification extraction method， and Agilent 1260 ultra-high performance liquid chromatography was used to separate and detect them. Results: For fat-soluble nutrients， the contents of lutein (70.23 μg/L)， zeaxanthin (18.41 μg/L) and beta-carotene (23.78 μg/L) in breast milk were significantly higher than those of IMF； Both have similar levels of vitamin A. The contents of lutein (22.19 μg/L)， zeaxanthin (4.01 μg/L) and beta-carotene (207.73 μg/L) in grass-fed milk were significantly higher than those in grain-fed milk. The contents of vitamin A are similar between the two. For total sialic acid， the amount in IMF was lower than in mature breast milk， but there was no significant difference between grass-fed and grain-fed milk. Production month had significant effects on the contents of lutein， zeaxanthin， beta-carotene and alpha-tocopherol， but had little effect on the content of vitamin A； Brand had little effect on the content of fat-soluble nutrients other than alpha-tocopherol. Conclusion: The results of this study show that grass-fed milk has higher nutritional value than grain-fed milk from the perspective of fat-soluble nutrients. Compared with grain-fed milk， the nutrient content of grass-fed milk is closer to that of breast milk， which also provides a research direction for developing infant formula milk powder (IMF) that is as close as possible to the fat-soluble nutrients of breast milk.