Traditional heat treatment methods are an integral part of the dairy industry. However, non-thermal methods ensure microbiological safety while preserving nutritional value of the dairy product, as well as improving its technological properties. The article reviews scientific and technical publications on ultraviolet (UV) treatment and its effect on the structure and properties of milk proteins and technological indicators of dairy products. The review includes English and Russian articles published in Scopus, Web of Science, Elsevier, ResearchGate, and Elibrary databases in 2004–2021. Most publications focus on maintaining the microbiological safety of milk and dairy products. Depending on the radiation dose, UV treatment was reported to cause denaturation and aggregation of milk proteins, followed by new cross-links. Conformational changes improve the functional properties of milk proteins, which makes them valuable food ingredients of film coatings and fermented milk products. Electromagnetic treatment polymerizes whey proteins. This property can be used to produce strong film coatings with low vapor permeability. In fermented milk production, UV radiation improves such technological properties of yogurt as viscosity and water-holding capacity. The effect of electromagnetic waves on animal proteins and dairy products remains an understudied area of advanced research.