Fifteen cows were used in an experiment with a 5 × 5 replicated Latin square design to quantify the effect of particle size of roasted soybeans on milk production and fecal excretion of soybeans. The five experimental periods were each 2 wk long. Diets contained (percentage of dry matter) 33% alfalfa silage, 17% corn silage, 30.6% high moisture ear corn, 18% soybeans, and 1.4% mineral supplement. The five dietary treatments included raw whole soybeans or roasted soybeans in four particle sizes (whole and half, half and quarter, quarter and smaller, and coarsely ground). Mean particle sizes of the raw soybeans and of the roasted soybeans in whole and half sizes were >4.75 mm. Mean particle sizes of the roasted soybeans in half and quarter, quarter and smaller, and coarsely ground roasted soybeans were 2.92, 2.01, and 1.59, respectively. During the normal handling of roasted soybeans, a large number of seeds was broken into halves in the treatment with whole and half sizes (36%, wt/wt basis). Production of 3.5% fat-corrected milk was 35.4, 37.7, 37.2, 35.1, and 35.4 kg/d for cows fed raw soybeans; roasted soybeans in whole and half, half and quarter, and quarter and smaller sizes; and ground roasted soybeans, respectively. Cows that were fed raw soybeans excreted the largest amount of visible soybean particles in feces, and cows that were fed ground roasted soybeans had the least amount of soybeans in the feces (61.3 vs. 10.6 g of soybeans/kg of fecal dry matter). Roasted soybeans in half and quarter sizes are optimal for milk production.