The gut barrier plays an important role in health maintenance by preventing the invasion of dietary pathogens and toxins. Disruption of the gut barrier can cause severe intestinal inflammation. As a natural source, milk is enriched with many active constituents that contribute to numerous beneficial functions, including immune regulation. These components collectively serve as a shield for the gut barrier, protecting against various threats such as biological, chemical, mechanical, and immunological threats. This comprehensive review delves into the active ingredients in milk, encompassing casein, α-lactalbumin, β-lactoglobulin, lactoferrin, the milk fat globular membrane, lactose, transforming growth factor, and glycopeptides. The primary focus is to elucidate their impact on the integrity and function of the gut barrier. Furthermore, the implications of different processing methods of dairy products on the gut barrier protection are discussed. In conclusion, this study aimed to underscore the vital role of milk and dairy products in sustaining gut barrier health, potentially contributing to broader perspectives in nutritional sciences and public health.