The aim of this study was to produce chocolate goat dairy beverages with the probiotic Bifidobacterium lactis and to evaluate the effects of goat cheese whey and prebiotics (inulin and oligofructose) on the physicochemical parameters and sensory features of the beverages. All of the formulations (n = 7) exhibited decreased pH values and a concomitant increase in acidity during refrigerated storage. Beverages made with the lowest amounts of whey (F1 and F3) exhibited a greater decrease in pH after 14 days of storage. The apparent viscosity increased for up to 21 days for all formulations and up to 28 days for F4 (6 g 100 mL−1 prebiotics and 45 mL 100 mL−1 whey). B. lactis exhibited counts between 6 and 8 log CFU mL−1. F4 presented the highest median sensory attributes for flavor and aroma, which may be related to the larger amounts of prebiotics and whey in this formulation. Thus, F4 is considered to be the formulation that best represents the desirability profile chosen for the probiotic chocolate goat dairy beverage as defined as probiotic viability above 7 log CFU mL−1 and improved viscosity and sensory features.