The concentration of dairy products is widely applied in dairy manufacturing due to obtaining products with the high dry matter, added value, reduced volume, and an increase in shelf-life. Traditional thermal concentration processes are the most applied in dairy industries, however, high temperatures can damage the bioactive compounds in milk, in addition to modifying the physicochemical, sensory, and nutritional characteristics of concentrated products. This review summarizes the importance of replacing traditional concentration methods with unconventional non-thermal processes, which can bring an option to dairy industries due to the concentration enabling the preservation of proteins, enzymes, vitamins, color, and flavor of the product. Alternative methods, such as freeze concentration, membrane separation processes, and freeze-drying, compose recent works about new methodologies to concentrate dairy products without changing specific properties and increase the quality, which is one of the main purposes for the dairy industries. Through a comparative study with recent researches, this overview highlights some alternative concentration processes that can improve the yield and increase the quality of concentrated dairy products. With new environmentally sustainable methods and the possibility of reducing the costs of the concentration process, these emerging concentration methods become attractive for dairy industries from a technological and economic perspective.