In France, dairy products contribute to dietary saturated fat intake, of which reduced consumption is often recommended for CVD prevention. Epidemiological evidence on the association between dairy consumption and CVD risk remains unclear, suggesting either null or inverse associations. This study aimed to investigate the associations between dairy consumption (overall and specific foods) and CVD risk in a large cohort of French adults. This prospective analysis included participants aged ≥18 years from the NutriNet-Santé cohort (2009–2019). Daily dietary intakes were collected using 24-h dietary records. Total dairy, milk, cheese, yogurts, fermented and reduced-fat dairy intakes were investigated. CVD cases (n 1952) included cerebrovascular disease (n 878 cases) and CHD (n 1219 cases). Multivariable Cox models were performed to investigate associations. This analysis included 104 805 French adults (mean age at baseline 42·8 (sd 14·6) years, mean follow-up 5·5 (sd 3·0) years, i.e. 579 155 person-years). There were no significant associations between dairy intakes and total CVD or CHD risks. However, the consumption of at least 160 g/d of fermented dairy (e.g. cheese and yogurts) was associated with a reduced risk of cerebrovascular diseases compared with intakes below 57 g/d (hazard ratio = 0·81 (95 % CI 0·66, 0·98), Ptrend = 0·01). Despite being a major dietary source of saturated fats, dairy consumption was not associated with CVD or CHD risks in this study. However, fermented dairy was associated with a lower cerebrovascular disease risk. Robust randomised controlled trials are needed to further assess the impact of consuming different dairy foods on CVD risk and potential underlying mechanisms.