The objectives of the present work were: (a) to characterize bee pollen from the region of Epirus in terms of biofunctional activity parameters as assessed by (i) the determination of specific polyphenols using high performance liquid chromatography electrospray ionization mass spectrometry (HPLC/ESI-MS), (ii) antioxidant capacity (DPPH assay), and (iii) total phenolic content (Folin-Ciocalteu assay), and (b) to prepare yoghurts from cow, goat, and sheep milk supplemented with different concentrations of grounded bee pollen (0.5, 1.0, 2.5 and 3.0%, w/v), and study afterwards the trend in antioxidant capacity and total phenolic content along with product’s sensory properties. Results showed that bee pollen ethanolic extracts are a rich source of phytochemicals based on the high total phenolic content and in vitro antioxidant activity that were monitored. The addition of grounded bee pollen in yoghurts resulted in a food matrix of a higher in vitro antioxidant capacity and total phenolic content, whereas it improved the yoghurt’s taste, odour, appearance, and cohesion; the latter indicates its beneficial use as a general food surface and interface material enhancer due to the possible formation of surface/interface active lipid-linked proteins. Based on the present findings, bee pollen yoghurt is proposed as a novel and costless functional food whereas it may comprise a research basis for food or material science in the scientific society of the future. Results were further supported by implementation of advanced chemometric analyses providing a full characterization of the product’s uniqueness.