A comprehensive literature search was undertaken to examine the relationship between dairy consumption and overweight/obesity in prospective cohort studies. A literature search from 1980 through to April 2010 was conducted. Nineteen cohort studies met all the inclusion criteria and were included in the systematic review. Of the 19 cohort studies, 10 were among children and adolescents (aged 2 to 14 years, n = 53 to 12 829, follow-up 8 months to 10 years) and nine among adults (aged 18 to 75 years, n = 248 to 42 696, follow-up 2 years to 12 years). A range of dairy food exposure measures were used. Eight studies (three out of 10 studies involving children and five out of nine studies involving adults) showed a protective association against increasing weight gain (measured in various ways); one reported a significant protective association only among men who were initially overweight; seven reported no effect; one reported an increased risk (among children), and two reported both a decreased and increased risk, depending on the dairy food type. The evidence from prospective cohort studies for a protective effect of dairy consumption on risk of overweight and obesity is suggestive but not consistent, making firm conclusions difficult.