The use of agroindustrial by-products, such as dried distillers grains with solubles (DDGS) and dried citrus pulp (DCP), has been widely investigated in dairy cows, but information on their effects in dairy goats is limited. The influence of feeding olive cake (a by-product of olive oil production) to dairy goats has been assessed in some studies, but exhausted olive cake (EOC) has been much less investigated. Twelve Murciano-Granadina goats were used in a crossover design trial with 2 periods to assess the effects of including agroindustrial by-products on nutrient digestibility, ruminal fermentation, methane production, urinary excretion of purine derivatives, and milk yield and composition. In each period, 6 goats received daily a control diet comprising 1 kg of alfalfa hay and 1 kg of high-cereal concentrate, and another 6 goats received a diet (BYP) comprising 1 kg of alfalfa hay and 1 kg of a concentrate including corn DDGS, DCP, and EOC in proportions of 180, 180, and 80 g/kg of concentrate (as-fed basis), respectively. Diet had no effect on total dry matter intake, but intake of alfalfa hay, CP, and fat was greater for the BYP group than for the control group. There were no differences between diets in nutrient apparent digestibility, with the exception of fat, which was greater for the BYP diet compared with the control diet. Although fecal N tended to be greater for the BYP diet, there were no differences in N utilization. Compared with the control diet, milk yield tended to be greater and daily production of milk CP, fat, whey protein, and TS as well as milk gross energy were greater for the BYP diet. The concentration of C12:0, C14:0, and C16:0 fatty acids (FA) was or tended to be lower and the concentration of polyunsaturated FA was greater in the milk of BYP-fed goats compared with goats fed the control diet. Diet had no effect on ruminal parameters (pH, volatile FA, and NH3-N concentrations) and methane emissions, but urinary excretion of total purine derivatives tended to be lower in BYP-fed goats than in those fed the control diet. A mixture of corn DDGS (180 g), DCP (180 g), and EOC (80 g) could replace 44% of cereal grains and protein feeds in the concentrate for dairy goats without compromising nutrient utilization, ruminal fermentation, or milk yield and led to a more unsaturated FA profile in milk.