Freshwater consumption in animal agriculture is a significant factor affecting water resources and water environmental sustainability. Water footprint (WF), as a comprehensive assessment indicator, can be used to assess the consumptive water use in the dairy sector. The aim of this study was to assess the effects of feed components on the water consumption and WF of milk production for collective feedlot systems in China. Fourteen dairy farms, with a range of dairy cow numbers, were used as examples for the analysis. The results indicated that the average WF of milk was 882 L kg−1 FPCM (fat-and-protein-corrected milk), ranging from 639 to 1307 L kg−1 FPCM. The WF from Chinese wildrye hay, maize grain, alfalfa hay and soybean meal production accounted for 30.4%, 16.4%, 14.5% and 10.9% of the total WF, respectively, whereas the WF from embedded in animal products, respiratory vapour losses and other service water was 11.4%, implying that water consumption due to evapotranspiration from feed production was the major driver of the milk WF for the collective feedlot system in China. The variation in WF among the different dairy farms was mainly associated with the different components in the feed, which affected not only the milk productivity and feed conversion efficiency, but also the water consumption for milk production. Increase in the proportion of Chinese wildrye hay in roughages reduced the milk productivity of the cow and also increased the WF of milk. Scenario analysis indicated that using feed that consumes less water to produce or importing feed from a country where its water consumption is lower could reduce the consumptive water use for milk production by up to 22%. The results show how changing feed components and origin can reduce the freshwater consumption in livestock sectors in China.