Methane (CH4) emission of dairy cows contributes significantly to the carbon footprint of the dairy chain; therefore, a better understanding of CH4 formation is urgently needed. The present study explored the milk metabolome by gas chromatography-mass spectrometry (milk volatile metabolites) and nuclear magnetic resonance (milk nonvolatile metabolites) to better understand the biological pathways involved in CH4 emission in dairy cattle. Data were used from a randomized block design experiment with 32 multiparous Holstein-Friesian cows and 4 diets. All diets had a roughage:concentrate ratio of 80:20 (dry matter basis) and the roughage was grass silage (GS), corn silage (CS), or a mixture of both (67% GS, 33% CS; 33% GS, 67% CS). Methane emission was measured in climate respiration chambers and expressed as CH4 yield (per unit of dry matter intake) and CH4 intensity (per unit of fat- and protein-corrected milk; FPCM). No volatile or nonvolatile metabolite was positively related to CH4 yield, and acetone (measured as a volatile and as a nonvolatile metabolite) was negatively related to CH4 yield. The volatile metabolites 1-heptanol-decanol, 3-nonanone, ethanol, and tetrahydrofuran were positively related to CH4 intensity. None of the volatile metabolites was negatively related to CH4 intensity. The nonvolatile metabolites acetoacetate, creatinine, ethanol, formate, methylmalonate, and N-acetylsugar A were positively related to CH4 intensity, and uridine diphosphate (UDP)-hexose B and citrate were negatively related to CH4 intensity. Several volatile and nonvolatile metabolites that were correlated with CH4 intensity also were correlated with FPCM and not significantly related to CH4 intensity anymore when FPCM was included as covariate. This suggests that changes in these milk metabolites may be related to changes in milk yield or metabolic processes involved in milk synthesis. The UDP-hexose B was correlated with FPCM, whereas citrate was not. Both metabolites were still related to CH4 intensity when FPCM was included as covariate. The UDP-hexose B is an intermediate of lactose metabolism, and citrate is an important intermediate of Krebs cycle-related energy processes. Therefore, the negative correlation of UDP-hexose B and citrate with CH4 intensity may reflect a decrease in metabolic activity in the mammary gland. Our results suggest that an integrative approach including milk yield and composition, and dietary and animal traits will help to explain the biological metabolism of dairy cows in relation to methane CH4 emission.