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Routine milk-recording data may provide valuable insights into dairy cow welfare, although their ability to accurately reflect herd-level welfare outcomes remains unclear. This study explored the associations between routinely collected milk biomarkers and farm-level welfare status using a comparative machine learning approach. Using the Welfare Quality<sup>®</sup> (WQ<sup>®</sup>) protocol, 43 commercial dairy farms were classified as Enhanced, Acceptable, or Not Classified. Farm-level milk variables included somatic cell count (SCC), differential somatic cell count (DSCC), fat-to-protein ratio (FPR), fat, protein, casein, lactose, urea, β-hydroxybutyrate (BHB), acetone, total plate count (TPC), and morning milk yield. Kruskal-Wallis tests revealed significant differences among welfare classes for DSCC, SCC, lactose, and milk yield (False Discovery Rate-adjusted <i>p</i> < 0.05). Six machine learning algorithms were trained using 10-fold stratified cross-validation. The Elastic-Net (ENET) model showed the highest mean performance (Accuracy = 0.72 ± 0.19; Kappa = 0.56 ± 0.31), followed by Random Forest and Multilayer Perceptron (Accuracy = 0.70). Model accuracy exhibited substantial variability across cross-validation folds, reflecting the limited sample size and class imbalance. Across models, the most influential variables were SCC, DSCC, lactose, milk yield, FPR, fat, and urea. Overall, the findings provide preliminary and exploratory evidence that routine milk biomarkers capture welfare-relevant patterns at the herd level, supporting their potential role as complementary indicators within data-driven welfare assessment frameworks.