We investigated the association between an increased intake of one dairy product subgroup at the expense of another within a 5-year period and the subsequent 10-year risk of type 2 diabetes. The cohort included 39,393 adults with two measurements of diet assessed using food frequency questionnaires (FFQ) administered in 1993-1997 and 1999-2003. Dairy products were milk (skimmed, semi-skimmed, whole fat), buttermilk, low-fat yogurt, whole-fat yogurt, cheese and butter. Type 2 diabetes cases were ascertained from the Danish National Diabetes Register. The pseudo-observation method was used to calculate risk differences (RD) with 95% confidence intervals (CI). The data were analysed in age strata to fulfil the assumption of independent entry. Among participants aged 56-59years at completion of the follow-up FFQ, increased intake of whole-fat yogurt in place of skimmed, semi-skimmed or whole-fat milk was associated with a reduced risk (RD% [95% CI]: -0.8% [-1.3, -0.2]; -0.6% [-1,1, -0.1]; -0.7 [-1.2, -0.1]; per 50g/d, respectively). Among participants aged 60-64 and 65-72, substitution of skimmed milk for semi-skimmed milk was associated with an increased risk of type 2 diabetes (0.5% [0.2, 0.7]; 0.4% [0.1, 0.7]; per 50g/d, respectively). Similar patterns of associations were found after adjustment for potential mediators. Our results suggest that substitution of whole-fat yogurt for milk among those aged 56-59 decreases risk of type 2 diabetes and substitution of skimmed milk for semi-skimmed milk may increase the risk among those aged 60-64 and 65-72.