The purpose of this article was to investigate the effects of dietary resveratrol supplementation during gestation and lactation of sows on the milk composition of sows and the fat metabolism of sucking piglets. Forty sows were allotted to two experimental treatment groups that included the following: (a) control sows (CON treatment, n = 20) fed with a corn-soybean meal control diet and (b) treatment sows (RES treatment, n = 20) fed with a control diet with addition of 300 mg/kg resveratrol. The results showed that the content of lactose in the colostrum was increased (p < 0.05) and the content of fat in 21-day milk was increased (p < 0.05) by dietary resveratrol supplementation. In the RES treatment group, the concentrations of high-density lipoprotein-cholesterol (HDL-C), low-density lipoprotein-cholesterol (LDL-C), lipase activity and insulin (INS) in plasma of sucking piglets were increased (p < 0.05). In the adipose tissue, the enzyme activities of hormone-sensitive lipase (HSL), acetyl-CoA carboxylase (ACC) and lipoprotein lipase (LPL) increased significantly by RES treatment (p < 0.05), and the mRNA levels of acetyl coenzyme A-alpha (ACCα), LPL, fatty acid transport protein (FATP1) and CCAAT-enhancer-binding protein gene (C/EBPα) were higher in the RES treatment group (p < 0.05). In conclusion, resveratrol supplementation on gestational and lactating sows improved the content of lactose in the colostrum and the content of fat in milk at day 21 of lactation. In addition, resveratrol supplementation on sows increased HDL and LDL in the plasma of piglets. In piglet adipose tissue, the enzyme activity and mRNA level related to lipolysis, fatty acid uptake from circulating triacylglycerols and lipogenesis are partially improved by resveratrol supplementation on sows. These aspects affect fat metabolism in piglets.