Background: There is evidence of an inverse association between yoghurt intake and risk of colorectal cancer (CRC). We aimed at investigating the association between the intake of yoghurt and other dairy foods consumed in Iran and CRC risk. Methods: Our analysis included 4070 subjects within the IROPICAN (Iran Study of Opium and Cancer) study. Detailed information was collected by the use of validated questionnaires. We estimated adjusted odds ratios (OR) and 95% confidence intervals (CI) for the association between the intake of total dairy products, and, separately, of yoghurt, milk, cheese, kashk, dough, cream, ice cream, and other milk products, and CRC using unconditional logistic regression analyses. The intake was categorized in tertiles. Results: Overall, we analyzed 865 cases and 3205 controls. Total dairy products intake was not associated with CRC. The OR for one tertile increase (OR_T) in yoghurt intake was 0.97 (95% CI 0.87–1.08) for CRC and 0.66 (95% CI 0.52–0.84) for proximal colon cancer. Cream intake was associated with CRC (OR_T3 = 1.33, 95% CI 1.08–1.64), colon (OR_T3 = 1.37, 95% CI 1.03–1.81), and proximal cancer (OR_T3 = 1.29, 95% CI 1.04–1.61). The OR of distal colon cancer for ice cream intake was 0.59 (95% CI 0.43–0.82). Other dairy products were not associated with CRC risk.