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We have analysed the compositions of co-existing silicate macro-inclusions and fluid micro-inclusions in the fibrous coats of eight coated diamonds from the Panda kimberlite (Canada), by electron microprobe and infrared spectroscopy. The mineral inclusions in the diamond coats come from either the peridotite suite (Cr-pyrope, orthopyroxene, olivine and Cr-diopside) or eclogite suite (omphacite). Therefore, fibrous diamonds may grow in the same paragenetic environments as octahedral diamonds. The inclusions document a more fertile source composition (lower Mg# and higher Ca#) than for equivalent phases in octahedral diamonds from Panda and worldwide. Geothermometry of the silicate inclusions yields low equilibration temperatures of 930 to 1010oC. The coexisting fluid micro-inclusions are dominated by H2O, carbonate and KCl. Fluid inclusions in both the peridotitic and eclogitic samples fall along linear arrays between Fe-Ca-Mg carbonate and KCl. Inclusions in the eclogitic sample also contain moderate concentrations of a Si-Al fluid component, and the eclogitic sample has quartz in its infrared spectra. We suggest that the diamonds have trapped both metasomatised minerals and the metasomatic fluid, and so provide a snap shot of a metasomatic event in the mantle.