The European cattle milk sector has rapidly intensified in recent decades. This trend has received widespread disapproval from the public, which highlights the many problems linked to intensification. To address these concerns, agricultural policies commonly impose an agroecological transition. In order to evaluate and monitor the degree of sustainability of dairy cattle farms over time, many sets of indicators have been proposed in recent years. However, these indicators have often referred only to specific aspects of sustainability or have been generically proposed for the entire agricultural sector, and therefore, they are not capable of capturing the peculiarities and the complexity of the dairy cattle sector. A systematic review of the scientific literature was carried out to obtain a complete picture of the indicators proposed for the European context. A total of 325 out of over 6700 papers were selected, and three pillars—environmental, economic, and social pillars—were explored. A total of 70 indicators were identified, which could help build a complete and less sectoral picture of sustainability than that proposed so far. A total of 22 indicators were associated with the environmental pillar, 18 indicators were associated with the economic pillar, and 17 indicators were associated with the social pillar, while 12 indicators were associated with two different pillars. With reference to the measurement methods, considerable variability was highlighted, which did not allow us to identify or propose unique methods for measuring each indicator.