One of the most consumed foods is milk and milk products, and guaranteeing the suitability of these products is one of the major concerns in our society. This has led to the development of numerous sensors to enhance quality controls in the food chain. However, this is not a simple task, because it is necessary to establish the parameters to be analyzed and often, not only one compound is responsible for food contamination or degradation. To attempt to address this problem, a multiplex analysis together with a non-directed (e.g., general parameters such as pH) analysis are the most relevant alternatives to identifying the safety of dairy food. In recent years, the use of new technologies in the development of devices/platforms with optical or electrochemical signals has accelerated and intensified the pursuit of systems that provide a simple, rapid, cost-effective, and/or multiparametric response to the presence of contaminants, markers of various diseases, and/or indicators of safety levels. However, achieving the simultaneous determination of two or more analytes in situ, in a single measurement, and in real time, using only one working ‘real sensor’, remains one of the most daunting challenges, primarily due to the complexity of the sample matrix. To address these requirements, different approaches have been explored. The state of the art on food safety sensors will be summarized in this review including optical, electrochemical, and other sensor-based detection methods such as magnetoelastic or mass-based sensors.