Dispersive liquid-liquid microextraction (DLLME) is an extraction technique developed within the last decade, which involves the dispersion of fine droplets of extraction solvent in an aqueous sample. Partitioning of analytes into the extraction phase is instantaneous due to the very high collective surface area of the droplets. This leads to very high enrichment factors and very low solvent consumption, relative to other liquid or solid phase extraction methods. A comprehensive review of the various modes of DLLME in the analysis of organic and inorganic analytes in dairy products (milk, cheese, infant formula, yogurt, and breast milk) is presented here. Dairy products present a complex sample matrix and the removal of interfering matrix components can prove troublesome. This review focuses on sample pretreatment prior to the appropriate DLLME procedure, the extraction and dispersive solvents chosen, derivatisation methods, and analytical figures of merit. Where possible, a critical comparison of DLLME methods has been undertaken. The overall suitability, and limitations, of DLLME as a sample preparation technique for dairy products has been assessed.