Current scientific evidence points to a neutral or positive effect of dairy fats intake on cardiovascular health. After years of controversy, with many guidelines recommending a reduced intake of dairy products, and preferably low or nonfat dairy foods, current knowledge points to the more appropriate recommendation of moderate consumption of full-fat dairy foods within a healthy lifestyle. Fermented dairy products seem to be the best option as a source of nutrients and cardiovascular health benefits. Previous recommendations were based on cholesterol, saturated fat, and caloric contents, in dairy fat, and their potential impact on serum cholesterol, fasting sugar levels, and blood pressure. However, experimental data point to a more complex scenario in which other actors may play major roles: calcium, bioactive lipids and peptides, and even the food-matrix effect from the dairy food side, and human genetics and environmental factors all impact dairy food-related health issues. Furthermore, cardiovascular health does not rely solely on serum cholesterol levels and blood pressure but also on inflammatory biomarkers. At present, little is known on the true mechanisms underlying the cardioprotective mechanism of dairy fats, and further research in needed to elucidate them.