The influence of flour replacement by yogurt or curd-cheese additions (from 10% to 20%, w/w) on the glycemic response and bioactivity improvements of gluten-free bread was evaluated. Starch digestibility, measured by an in vitro digestion model, was applied to determine the effect on starch fractions. The bread glycemic index was calculated. Bread antioxidant capacity (2,2-diphenyl-1-picryl-hydrazyl-hydrate (DPPH) and ferric-ion-reducing antioxidant power (FRAP) methods) and total phenolic compounds were assessed. Anti-inflammatory properties according to enzymatic matrix metalloproteinase (MMP)-9 inhibitory activity were also studied. Considering the higher level of both dairy products tested (20%, w/w) and comparing with control bread results, a reduction of around 35% in the glycemic response of curd cheese bread was achieved, resulting in intermediate index level (glycemic index (GI) 55–69), with yogurt bread still showing a high glycemic index (GI > 70). In terms of bread bioactivity, curd cheese bread expressed better reducing power effects, whereas yogurt bread showed more effective radical-scavenging capacity. An increase in bread phenolic compounds by yogurt (55.3%) and curd cheese (73.0%) additions (at 20%) were also registered. MMP-9 inhibition activity was higher in the dairy bread than in control bread, suggesting an improvement in terms of anti-inflammatory properties. The supplementation of the gluten-free bread by yogurt or curd cheese was shown to be a promising strategy to reduce the glycemic response and to improve the bioactive properties of the bread, that which can contribute to preventive diets of celiac patients and irritable bowel syndrome individuals.