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Milk composition varies with energy status and was proposed for measuring energy balance on-farm, but the accuracy of prediction using monthly samples is not high. With automated sampling and inline milk analysis, a much higher measurement frequency is possible, and thus improved accuracy of energy balance determination may be expected. Energy balance was evaluated using data in which milk composition was measured at each milking. Three breeds (Danish Holstein, Danish Red, and Jerseys) of cows (623 lactations from 299 cows) in parities 1, 2, and 3+ were used. Data were smoothed using a rolling local regression. Energy balance (EBal) was calculated from changes in body reserves (body weight and body condition score). The relationship between EBal and milk measures was quantified by partial least squares regression (PLS) using group means data. For each day in lactation, the within-breed and parity mean EBal and mean milk measures were used. Further PLS was done using the individual cow data. The initial PLS models included 25 combinations of milk measures allowing a range of nonlinear effects. These combinations were as follows: days in milk (DIM); DIM raised to the powers 2, 3, and 4; milk yield; fat content; protein content; lactose content; fat yield; protein yield; lactose yield; fat:protein ratio; fat:lactose ratio; protein:lactose ratio; and milk yield:lactose ratio, together with 10 "diff()" variables. These variables are the current minus the previous value of the milk measure in question. Using group means data, a very high proportion (96%) of the variability in EBal was explained by the PLS model. A reduced model with only 6 variables explained 94% of the variation in EBal. This model had a prediction error of 3.82 MJ/d; the 25-variable model had a prediction error of 3.11 MJ/d. When using individual rather than group means data, the PLS prediction error was 17.3 MJ/d. In conclusion, the mean Ebal of different parities of Holstein, Danish Red, and Jersey cows can be predicted throughout lactation using 1 common equation based on DIM, milk yield, milk fat, and milk protein measures.