The existing data about the role of dairy foods in body weight management, as a physiological explanation are shown in this paper. There is accumulating evidence about inverse association between body weight and dairy intake. Research showed that obese individuals consume fewer dairies than normal weight people. Also three servings of dairy foods per day in a reduced calorie diet may help accelerate body fat loss when compared to a calorie-restricted diet low in dairy foods. Calcium plays the main role and is present in great amounts in dairy foods. Its anti-obesity effect is attributed to its impact on lypogenesis and lipolysis in adipocytes. Calcium supplements do not have such effect as dairy calcium, possibly due to the effects of other bioactive components in dairy foods such as conjugated linoleic acid, whey peptides, branched aminoacids and lactose which amplify anti-obesity effect. Cross-sectional epidemiological studies confirmed the hypothesis that high dairy food intake can act in a weight management, but prospective studies and randomized controlled intervention trials have yielded inconsistent results. Therefore there is a need of conducting more large population-based clinical trials and meta-analysis.