Sheep and goat transhumance provides a wide range of ecosystem services (ES). Transhumance-specific dairy products could function as a nexus between the system and the public, incorporating ES which are not remunerated in markets, but in Greece, there are actually no such dairy products. Within this context, the objective of this paper was to present a case study regarding a comparative assessment of three different approaches (supply chains) in milk sales from transhumant farms. The first involved production of cheese on-farm and direct sales to consumers. In the second approach, farmers sold their milk to the same industry throughout the year, where it was mixed with milk from non-transhumant farms. The third approach concerned cheese produced solely from milk of transhumant flocks in a small dairy in the highlands. An assessment framework was developed examining the perceived quality; economic performance of farms; compatibility and; representativeness and contribution of each approach. Based on five in-depth interviews with farmers and dairies, it was found that a combination of the three approaches would be beneficial for farms—to decrease risks—and for the system as a whole, in order to convey the ‘agro-pastoral message’ to wider audiences and to increase the recognisability of transhumance. In addition, the analysis showed that the economic performance of each approach was related more to managerial issues and organizational requirements rather than to the achievement of higher prices and more added value in the first and third approach.