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Simple Summary: In tropical regions, it is common practice to feed dairy cows poor-quality roughage, but this diet has been shown to decrease animal productivity and increase methane emissions. For these reasons, introducing alternative roughage feeds, such as nutritionally improved forages or bio-chemically treated straw, is essential for improving milk yield, dietary nitrogen utilization, and reducing enteric methane emission from dairy cows. Thus, we evaluated the effects of natural pasture hay, two improved grass hays (Napier and Brachiaria hybrid grasses), and treated teff straw silage feeding as basal diets on nutrient digestibility, milk yield, nitrogen utilization efficiency, and enteric methane emissions using lactating Fogera dairy cows. Our results showed that improved grass hays and treated teff straw silage diet feeding increased milk yield, nutrient digestibility, and nitrogen utilization efficiency as compared to natural pasture hay. Moreover, the cows fed with improved grass hays and treated teff straw resulted in changing the nitrogen excretion pathway from urine to feces, as well as reduction of the methane production per daily milk yield. Hence, these results provide a novel feeding regimen through feeding nutritionally upgraded forages as a basal diet, which improves milk yield, nutrient utilization efficiency, and reduction of methane emission for sustainable dairy production in tropical regions. The nutritionally imbalanced poor-quality diet feeding is the major constraint of dairy production in tropical regions. Hence, alternative high-quality roughage-based diets are required to improve milk yield and reduce methane emission (CH4). Thus, we tested the effects of feeding natural pasture hay, improved forage grass hays (Napier and Brachiaria Hybrid), and treated crop residues (Eragrostis tef straw) on nutrient digestibility, milk yield, nitrogen balance, and methane emission. The eight lactating Fogera cows selected for the experiment were assigned randomly to a 4 × 4 Latin square design. Cows were housed in well-ventilated individual pens and fed a total mixed ration (TMR) comprising 70% roughage and 30% concentrate. The four roughage-based basal dietary treatments supplemented with formulated concentrate were: Control (natural pasture hay (NPH)); treated teff straw silage (TTS); Napier grass hay (NGH); and Brachiaria hybrid grass hay (BhH). Compared with the control diet, the daily milk yield increased (p < 0.01) by 31.9%, 52.9%, and 71.6% with TTS, NGH, and BhH diets, respectively. Cows fed BhH had the highest dry matter intake (8.84 kg/d), followed by NGH (8.10 kg/d) and TTS (7.71 kg/d); all of these intakes were greater (p = 0.01) than that of NPH (6.21 kg/d). Nitrogen digestibility increased (p < 0.01) from the NPH diet to TTS (by 27.7%), NGH (21.7%), and BhH (39.5%). The concentration of ruminal ammonia nitrogen was higher for cows fed NGH than other diets (p = 0.01) and positively correlated with plasma urea nitrogen concentration (R² = 0.45). Feeding TTS, NGH, and BhH hay as a basal diet changed the nitrogen excretion pathway from urine to feces, which can help protect against environmental pollution. Estimated methane yields per dry matter intake and milk yield were decreased in dairy cows fed BhH, NGH, and TTS diets when compared to cows fed an NPH diet (p < 0.05). In conclusion, feeding of TTS, NGH, and BhH roughages as a basal diet to lactating dairy cows in tropical regions improved nutrient intake and digestibility, milk yield, nitrogen utilization efficiency, and reduced enteric methane emission. [ABSTRACT FROM AUTHOR]