The prevalence of cardiometabolic diseases is a significant public health burden worldwide. Emerging evidence supports the inverse association between greater dairy consumption and reduced risk of cardiometabolic diseases. Dairy proteins may have an important role in the favourable impact of dairy on human health such as blood pressure (BP), blood lipid and glucose control. The purpose of this review is to update and critically evaluate the evidence on the impacts of casein and whey protein in relation to metabolic function. Evidence from short-term clinical studies assessing postprandial responses to milk protein ingestion suggests benefits on vascular function independent of BP, as well as improvement in glycaemic homeostasis. Long-term interventions have been less conclusive, with some showing benefits and others indicating a lack of improvement in vascular function. During chronic consumption BP appears to be lowered and both dyslipidaemia and hyperglacaemia seem to be controlled. Limited number of trials investigated the effects of dairy proteins on oxidative stress and inflammation. Although the underlying mechanisms of milk proteins on cardiometabolic homeostasis remains to be elucidated, the most likely mechanism is to improve insulin resistance. The incorporation of meals enriched with dairy protein in the habitual diet may result in the beneficial effects on cardiometabolic health. Nevertheless, future well-designed, controlled studies are needed to investigate the relative effects of both casein and whey protein on BP, vascular function, glucose homeostasis and inflammation.