Although causality is yet to be confirmed, a considerable volume of research has explored the relationships between cow milk consumption, type II diabetes, and cardiovascular disease. Contrastingly, it has not been comprehensively examined whether milk of non-bovine origin can provide cardiometabolic protection. This narrative review outlines the marked differences in macronutrient composition, particularly protein and lipid content, and discusses how whole milk product (and individual milk ingredients) from different species could impact cardiometabolic health. There is some data, although primarily from compositional analyses, animal studies, and acute clinical trials, that non-bovine milk (notably sheep and goat milk) could be a viable substitute to cow milk for the maintenance, or enhancement, of cardiometabolic health. With a high content of medium-chain triglycerides, conjugated linoleic acid, leucine, and essential minerals, sheep milk could assist in the prevention of metabolic-related disorders. Similarly, albeit with a lower content of such functional compounds relative to sheep milk, goat and buffalo milk could be plausible counterparts to cow milk. However, the evidence required to generate nutritional recommendations for ‘non-bovine milk’ is currently lacking. Longer-term randomised controlled trials must assess how the bioactive ingredients of different species’ milks collectively influence biomarkers of, and subsequently incidence of, cardiometabolic health.