Existing reviews suggest that milk and other dairy products do not play a role in the development of obesity in childhood, but they do make an important contribution to children’s nutrient intake. It is thus curious that public health advice on the consumption of dairy products for children is often perceived as unclear. The present review aimed to provide an overview of the totality of the evidence on the association between milk and other dairy products, and obesity and indicators of adiposity, in children. Our search identified forty-three cross-sectional studies, thirty-one longitudinal cohort studies and twenty randomised controlled trials. We found that milk and other dairy products are consistently found to be not associated, or inversely associated, with obesity and indicators of adiposity in children. Adjustment for energy intake tended to change inverse associations to neutral. Also, we found little evidence to suggest that the relationship varied by type of milk or dairy product, or age of the children, although there was a dearth of evidence for young children. Only nine of the ninety-four studies found a positive association between milk and other dairy products and body fatness. There may be some plausible mechanisms underlying the effect of milk and other dairy products on adiposity that influence energy and fat balance, possibly through fat absorption, appetite or metabolic activity of gut microbiota. In conclusion, there is little evidence to support a concern to limit the consumption of milk and other dairy products for children on the grounds that they may promote obesity.