There is increasing public pressure on intensive dairy operations to reduce nitrogen (N) excretion into the environment, which can be achieved by adopting feeding practices that enhance the efficiency of N utilization. One such feeding strategy is feeding diets with oscillating crude protein (CP) contents, and studies with finishing beef cattle and growing sheep have reported improvements in N retention when oscillating CP diets are fed compared with static CP diets. This experiment was conducted to determine: 1) the effects of feeding oscillating CP diets on N balance and milk production in dairy cows; and 2) the optimum frequency of oscillating dietary CP concentration (i.e., 24, 48, or 72 h). Eight Holstein cows (714 ± 36 kg of BW; 114 ± 15 DIM) were used in a replicated 4 × 4 Latin square design with 30-d periods (consisting of 18 d of dietary adaptation and 12 d of sample and data collection). Treatments were a diet containing 17% CP fed on a continuous basis (designated STATIC), and diets containing 14% and 20% CP that were fed on an oscillating basis at 24 (OSC-24), 48 (OSC-48), or 72 (OSC-72) h. Diets were fed twice per day as TMR. The actual CP contents were 17.8% for the STATIC, and 14.9 and 20.3% for the oscillating CP diets, which deviated from the target CP concentrations due to variations in forage CP content. Dry matter intake (mean = 26.6 kg/d) and milk production (mean = 36.4 kg/d) were not affected (P ≥ 0.57) by diet. Milk contents and yields of fat, protein, and lactose were unaffected (P ≥ 0.33) by diet. Although N intakes were similar across dietary treatments, retained N was greater (P = 0.02) in cows fed the OSC-48 diet compared with those fed the STATIC and OSC-24 diets. Apparent total-tract DM, organic matter, CP, NDF, and ADF digestibilities did not differ (P > 0.05) among diets; however, cows fed the OSC-72 diet had greater (P = 0.02) apparent total-tract fat digestibility compared with those fed the STATIC and OSC-24 diets. Our results demonstrate that feeding oscillating dietary CP diets on a 48-h basis improves N efficiency by enhancing N retention when compared with feeding a static CP diet or an oscillating dietary CP on a 24-h basis.