The consumption of high-Ca, high-protein dairy foods (i.e. milk, cheese, yogurt) is advocated for bone health across the lifespan to reduce the risk of low-trauma fractures. However, to date, the anti-fracture efficacy of dairy food consumption has not been demonstrated in randomised controlled trials but inferred from cross-sectional and prospective studies. The anti-fracture efficacy of dairy food consumption is plausible, but testing this requires a robust study design to ensure outcomes are suitably answering this important public health question. The evidence of skeletal benefits of dairy food consumption is equivocal, not because it may not be efficacious but because the study design and execution are often inadequate. The key issues are compliance with dietary intervention, dropouts, sample sizes and most importantly lack of deficiency before intervention. Without careful appraisal of the design and execution of available studies, precarious interpretations of outcomes may be made from these poorly designed or executed studies, without consideration of how study design may be improved. Dairy food interventions in children are further hampered by heterogeneity in growth: in particular sex and maturity-related differences in the magnitude, timing, location and surface-specific site of bone accrual. Outcomes of studies combining children of different sexes and maturity status may be masked or exaggerated by these differences in growth, so inaccurate conclusions are drawn from results. Until these critical issues in study design are considered in future dairy food interventions, the anti-fracture efficacy of dairy food consumption may remain unknown and continue to be based on conjecture.