Fermented dairy foods such as yoghurt and cheese are commonly found in the Mediterranean diet. Recent landmark research has confirmed the effect of the Mediterranean diet on reducing the CVD risk, but the relative contributions of fermented dairy foods have not been fully articulated. The present study provides a review of the relationship between fermented dairy foods consumption and CVD risk in the context of the whole diet. Studies show that people who eat healthier diets may be more likely to consume yoghurt, so there is a challenge in attributing separate effects to yoghurt. Analyses from large population studies list yoghurt as the food most negatively associated with the risk of weight gain (a problem that may lead to CVD). There is some suggestion that fermented dairy foods consumption (yoghurt or cheese) may be associated with reduced inflammatory biomarkers associated with the development of CVD. Dietary trials suggest that cheese may not have the same effect on raising LDL-cholesterol levels as butter with the same saturated fat content. The same might be stated for yoghurt. The use of different probiotic cultures and other aspects of study design remain a problem for research. Nevertheless, population studies from a range of countries have shown that a reduced risk of CVD occurs with the consumption of fermented dairy foods. A combination of evidence is necessary, and more research is always valuable, but indications remain that fermented dairy foods such as cheese and yoghurt are integral to diets that are protective against CVD.