Prostate cancer is the most common cancer in Western countries, but it is less common in East Asian populations. Diet and lifestyle are suspected to affect prostate cancer development. Milk and dairy products are consumed in different amounts worldwide depending on the degree of lactose tolerance in a population: consumption is traditionally high in Caucasian and low in Asian populations. Hence, several epidemiological studies examined the association of milk and dairy consumption and prostate cancer risk with ambiguous results, such that meta-analyses of cohort studies tend to show moderate positive associations, but also state that heterogeneity between studies is high due to the differences in dairy food types consumed and assessed in a study. In addition to dietary dairy intake, calcium, which is abundant in dairy products, also has been evaluated in relation to prostate cancer. Compared with dairy products, results for calcium tend to show stronger positive associations with prostate cancer risk, although associations are still heterogeneous. This is likely due to the varying amounts of calcium consumed in certain populations and varying sources of calcium, i.e., dairy versus nondairy sources. Because it is unclear whether calcium is responsible for the increase in prostate cancer risk, more research on potential biological mechanisms is necessary to establish a link with dairy products. These studies need to clarify whether calcium affects prostate cancer initiation or progression to identify how diet may potentially have an effect on early or late disease.