With a growing number of prospective cohort studies, an updated dose–response meta-analysis of milk and dairy products with all-cause mortality, coronary heart disease (CHD) or cardiovascular disease (CVD) have been conducted. PubMed, Embase and Scopus were searched for articles published up to September 2016. Random-effect meta-analyses with summarised dose–response data were performed for total (high-fat/low-fat) dairy, milk, fermented dairy, cheese and yogurt. Non-linear associations were investigated using the spine models and heterogeneity by subgroup analyses. A total of 29 cohort studies were available for meta-analysis, with 938,465 participants and 93,158 mortality, 28,419 CHD and 25,416 CVD cases. No associations were found for total (high-fat/low-fat) dairy, and milk with the health outcomes of mortality, CHD or CVD. Inverse associations were found between total fermented dairy (included sour milk products, cheese or yogurt; per 20 g/day) with mortality (RR 0.98, 95% CI 0.97–0.99; I2 = 94.4%) and CVD risk (RR 0.98, 95% CI 0.97–0.99; I2 = 87.5%). Further analyses of individual fermented dairy of cheese and yogurt showed cheese to have a 2% lower risk of CVD (RR 0.98, 95% CI 0.95–1.00; I2 = 82.6%) per 10 g/day, but not yogurt. All of these marginally inverse associations of totally fermented dairy and cheese were attenuated in sensitivity analyses by removing one large Swedish study. This meta-analysis combining data from 29 prospective cohort studies demonstrated neutral associations between dairy products and cardiovascular and all-cause mortality. For future studies it is important to investigate in more detail how dairy products can be replaced by other foods.