Several studies have assessed the effects of milk and dairy product intake on sleep quality and duration. Such investigations have varied in terms of their geographic locations, amounts of milk and dairy products, study participants (age, sex, race), and study designs. The present study aimed to summarize this literature and provide a unified view on whether the intake of milk and dairy products affects sleep quality. This systematic review was conducted according to the preferred reporting items for systematic reviews and meta-analyses (PRISMA) guidelines. The following keywords were chosen as electronic database search items from MeSH (medical subject headings) terms and descriptors in health sciences (DeHS) lists: milk, yogurt, dairy product, cheese, sleep, human, observational study, and interventional study. As a result, a total of 14 studies published between 1972 and 2019 were included in this review, including eight randomized controlled trials, two experimental studies with cross-over designs, one longitudinal study, and three cross-sectional studies. Four studies targeted older adults, three included toddlers, two targeted children, and six enrolled adults inclusive of university students. Overall, these studies indicated that a well-balanced diet that includes milk and dairy products is effective in improving sleep quality, despite mixed results across studies attributable to differences in study populations and methods.