The association between intake of different dairy products and the risk of stroke remains unclear. We therefore investigated substitutions between dairy product subgroups and risk of stroke. We included 36 886 Dutch men and women. Information about dairy product intake was collected through a FFQ. Dairy products were grouped as low-fat milk, whole-fat milk, buttermilk, low-fat yogurt, whole-fat yogurt, cheese and butter. Incident stroke cases were identified in national registers. We used Cox proportional hazards regression to calculate associations for substitutions between dairy products with the rate of stroke. During a median follow-up of 15·2 years we identified 884 stroke cases (503 ischaemic and 244 haemorrhagic). Median intake of total dairy products was four servings/d. Low-fat yogurt substituted for whole-fat yogurt was associated with a higher rate of ischaemic stroke (hazard ratio (HR) = 2·58 (95 % CI 1·11, 5·97)/serving per d). Whole-fat yogurt as a substitution for any other subgroup was associated with a lower rate of ischaemic stroke (HR between 0·33 and 0·36/serving per d). We did not observe any associations for haemorrhagic stroke. In conclusion, whole-fat yogurt as a substitution for low-fat yogurt, cheese, butter, buttermilk or milk, regardless of fat content, was associated with a lower rate of ischaemic stroke.