Previous studies have shown that daily injection of 2,4-thiazolidinedione (TZD) in lactating dairy goats decreases milk somatic cell count but does not affect milk fat yield. The latter could be due to a lipogenic competition between adipose and mammary tissues, owing to an activation of peroxisome proliferator-activated receptor gamma (PPARγ), a potential TZD target, in the adipose tissue. This study investigated the hypothesis that activation of PPARγ improves the response to mastitis and increase milk fat synthesis. To test this, 24 Saanen goats received either TZD or saline and intramammary infusion of either bacteria or saline (6 goats/group). A metabolic and inflammation profiling in blood (including insulin), adipocyte size by histology, and expression by RT-qPCR of PPARγ target genes in adipose tissue obtained through biopsy and in mammary epithelial cells (MEC) isolated from milk were assessed. In MEC, expression of CCL2 and IL8 was also measured. Data were analyzed by GLIMMIX of SAS with Mastitis, TZD, and Time and all interactions as main effects. Significance was determined by Tukey-adjusted P < 0.05. Mastitis induction decreased myeloperoxidase but TZD treatment increased haptoglobin, cholesterol, paraoxonase, γGT, and myeloperoxidase in blood compared with saline, indicating a positive effect on liver and increased neutrophil host defense capability. Insulin sensitivity (estimated using QUICKI) was not affected by TZD but overall was lower in mastitic goats. Adipocyte size increased over time but was not affected by treatments. Sub-clinical mastitis increased expression of CCL2 and decreased expression of FASN in MEC but increased expression of FASN and SREBF1 in adipose. No overall effects of TZD on expression of PPARγ target genes were observed in MEC and adipose tissue. In summary, the data revealed limited effects of TZD on the response of goats to mastitis. Furthermore, the data does not support TZD being a strong PPARγ agonist and insulin sensitizer in dairy goats but indicates that it might improve directly or indirectly the liver function and inflammatory response.