The effect of replacing maize grain with wheat as an energy source in total mixed rations (TMRs) on feed intake and milk yield parameters was determined for dairy cows. Three feeding trials were conducted using different roughages, namely lucerne hay (LH), oat hay (OH) and a 50 : 50 mixture of LH and OH. For each trial, five TMRs were formulated in which the maize to wheat grain ratios were 100 : 0, 75 : 25, 50 : 50, 25 : 75 and 0 : 100 to contain at least 170 g crude protein (CP)/kg and 11.1 MJ ME/kg dry matter. In each experiment, 10 randomly selected Holstein cows were fed the five diets according to a double 5 x 5 Latin square experimental design. In the trial using LH as roughage source, the fat percentage of milk, and therefore fat yield, was lower in the treatment containing only wheat as an energy source. In the trial using a 50 : 50 mixture of LH and OH as roughage source, the fat content of milk increased with rising levels of wheat in the diet. No differences were observed in any of the other milk yield parameters by increasing the wheat inclusion levels in diets. The feed intake of cows receiving TMRs containing only LH as roughage source was reduced with increasing levels of wheat in diets. Results showed no conclusive negative results associated with the replacement of maize grain with wheat grain.