This study analyzes the linear relationship between climate variables and milk components in Iran by applying bootstrapping to include and assess the uncertainty. The climate parameters, Temperature Humidity Index (THI) and Equivalent Temperature Index (ETI) are computed from the NASA-Modern Era Retrospective-Analysis for Research and Applications (NASA-MERRA) reanalysis (2002–2010). Milk data for fat, protein (measured on fresh matter bases), and milk yield are taken from 936,227 milk records for the same period, using cows fed by natural pasture from April to September. Confidence intervals for the regression model are calculated using the bootstrap technique. This method is applied to the original times series, generating statistically equivalent surrogate samples. As a result, despite the short time data and the related uncertainties, an interesting behavior of the relationships between milk compound and the climate parameters is visible. During spring only, a weak dependency of milk yield and climate variations is obvious, while fat and protein concentrations show reasonable correlations. In summer, milk yield shows a similar level of relationship with ETI, but not with temperature and THI. We suggest this methodology for studies in the field of the impacts of climate change and agriculture, also environment and food with short-term data.