Detecting genes associated with milk fat composition could provide valuable insights into the complex genetic networks of genes underling variation in fatty acids synthesis and point towards opportunities for changing milk fat composition via selective breeding. In this study, we conducted a genome-wide association study (GWAS) for 22 milk fatty acids in 784 Chinese Holstein cows with the PLINK software. Genotypes were obtained with the Illumina BovineSNP50 Bead chip and a total of 40,604 informative, high-quality single nucleotide polymorphisms (SNPs) were used. Totally, 83 genome-wide significant SNPs and 314 suggestive significant SNPs associated with 18 milk fatty acid traits were detected. Chromosome regions that affect milk fatty acid traits were mainly observed on BTA1, 2, 5, 6, 7, 9, 13, 14, 18, 19, 20, 21, 23, 26 and 27. Of these, 146 SNPs were associated with more than one milk fatty acid trait; most of studied fatty acid traits were significant associated with multiple SNPs, especially C18:0 (105 SNPs), C18 index (93 SNPs), and C14 index (84 SNPs); Several SNPs are close to or within the DGAT1, SCD1 and FASN genes which are well-known to affect milk composition traits of dairy cattle. Combined with the previously reported QTL regions and the biological functions of the genes, 20 novel promising candidates for C10:0, C12:0, C14:0, C14:1, C14 index, C18:0, C18:1n9c, C18 index, SFA, UFA and SFA/UFA were found, which composed of HTR1B, CPM, PRKG1, MINPP1, LIPJ, LIPK, EHHADH, MOGAT1, ECHS1, STAT1, SORBS1, NFKB2, AGPAT3, CHUK, OSBPL8, PRLR, IGF1R, ACSL3, GHR and OXCT1. Our findings provide a groundwork for unraveling the key genes and causal mutations affecting milk fatty acid traits in dairy cattle.