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During lactation, dairy cows undergo various metabolic changes that are reflected not only in milk yield but also in milk composition. This study aimed to determine the milk performance and composition depending on the stage of lactation and describe relationships between energy metabolism indicators (ketone bodies: β-hydroxybutyrate (BHB), acetone) in milk and selected indicators of milk performance and composition. The study was conducted on 1,909 dairy cows (Holstein, Czech Fleckvieh, and their crossbreds), which were divided into four groups according to the stage of lactation (early (6-100 days in milk), mid (101-200 days), late (201-305 days), and extended (>305 days)). The obligatory dynamics of the main milk components were found during the entire lactation, i.e., an increase in the protein content (from 3.30 to 3.76 g/100 g) and fat content (from 4.25 to 4.42 g/100 g) and a decrease in the lactose content (from 5.06 to 4.91 g/100 g). Significantly higher (P < 0.001) contents of ketone bodies were found in early and extended lactation than in mid and late lactation. The effect of lipomobilization on milk fat composition is documented by positive correlation coefficients between ketone bodies and long-chain fatty acids (FAs) and medium-chain FAs and negative correlation coefficients between ketone bodies and short-chain FAs. Positive correlation coefficients were calculated between ketone bodies and milk fat, citric acid, fat-to-protein ratio, and somatic cell score, and negative correlation coefficients were calculated between ketone bodies and milk protein, lactose, and free FAs. Our results demonstrate that currently often realized extended lactation in high-yielding dairy cows is similarly demanding as early lactation regarding energy metabolism and, thus, milk composition changes.