The aim was to evaluate whether the ingestion of a high protein diet containing dairy protein is associated with anthropometric indicators of adiposity and blood glucose. Methods: A cross-sectional study was conducted with volunteers of 20–89 years of age who performed leisure physical activity. We assessed dietary intake, body mass index (BMI), waist circumference (WC), triceps skinfold thickness (TSFT), random blood glucose as well as sociodemographic and behavioral variables. Results: A total of 418 individuals were evaluated. The consumption of a high-protein diet (1.80 ± 0.49 g/kg/day) was found in 37.8% of individuals, which showed lower BMI, WC, TSFT and blood glucose concentrations compared to those with a low-protein diet (0.56 ± 0.18 g/kg/day). Dairy products consumption was inversely associated with BMI when adjusted for sex and age (odds ratio (OR): 0.79, 95% confidence interval (CI): 0.68–0.93, p = 0.004) and by sex, age, fiber and energy (OR: 0.79; 95% CI: 0.67–0.92; p = 0.004), and with blood glucose when adjusted for sex and age (OR: 0.86; 95% CI: 0.74–0.99; p = 0.042). Cheese consumption was inversely associated with blood glucose when adjusted for sex and age (OR: 0.73, 95% CI: 0.55–0.96, p = 0.023) and by sex, age, calories and fibers (OR: 0.74, 95% CI: 0.56–0.98, p = 0.036). Two portions of cheeses/day reduced the risk of having high blood glucose levels by approximately 80%. Conclusion: A high-protein diet containing dairy food, in particular two servings of cheese, was associated with low BMI and random glucose concentration.