Abstract Aim This study aimed to investigate the relationship between total dairy intake and dairy subtypes (high-fat dairy, low-fat dairy, milk and milk products, cheese and fermented dairy) with incident coronary heart disease (CHD) and stroke. Methods EPIC-NL is a prospective cohort study among 33,625 Dutch men and women. At baseline (1993–1997), dairy intake was measured with a validated food frequency questionnaire (FFQ). The incidence of both fatal and non-fatal CHD and stroke was obtained by linkage to the national registers. Results During 13 years follow-up, 1648 cases of CHD and 531 cases of stroke were documented. Total dairy intake was not significantly associated with risk of CHD (hazard ratio per standard deviation (SD) increase = 0.99; 95%-CI: 0.94–1.05) or stroke (0.95; 0.85–1.05) adjusted for lifestyle and dietary factors. None of the dairy subtypes was to CHD, while only fermented dairy tended to be associated (p = 0.07) with a lower risk of stroke (0.92; 0.83–1.01). Hypertension appeared to modify the association of total and low-fat dairy with CHD (p interaction < 0.02). Among participants without hypertension, but not among hypertensive participants, total (0.92; 0.85–1.02) and low-fat (0.94; 0.87–1.02) dairy tended to be associated with a lower risk of CHD. Conclusion Our results provide no evidence that dairy products are associated with risk of CHD or stroke. High intakes of total and low-fat dairy may be associated with a lower risk of CHD among participants without hypertension, while fermented dairy could be associated with a reduced risk of stroke.