The association between intake of different dairy products and the risk of stroke remains unclear. We therefore investigated substitutions between dairy product subgroups and risk of stroke. We included 36,886 Dutch men and women. Information about dairy product intake was collected through a food frequency questionnaire. Dairy products were grouped as low-fat milk, whole-fat milk, buttermilk, low-fat yoghurt, whole-fat yoghurt, cheese and butter. Incident stroke cases were identified in national registers. We used Cox proportional hazards regression to calculate associations for substitutions between dairy products with the rate of stroke. During a median follow-up of 15.2 years we identified 884 stroke cases (503 ischemic and 244 hemorrhagic). Median intake of total dairy products was 4 servings/day. Low-fat yoghurt substituted for whole fat yoghurt was associated with a higher rate of ischemic stroke (HR = 2.58, 95 % CI: 1.11, 5.97 per serving/day). Whole fat yoghurt as a substitution for any other subgroup was associated with a lower rate of ischemic stroke (HRs between 0.33 and 0.36 per serving/day). We did not observe any associations for hemorrhagic stroke. In conclusion, whole-fat yoghurt as a substitution for low-fat yoghurt, cheese, butter, buttermilk or milk regardless of fat content was associated with a lower rate of ischemic stroke.