AbstractBackgroundConsumption of unprocessed cow's milk has been associated with a lower risk of childhood asthma and/or atopy. Not much is known about differently processed milk products. We aimed to study the association between the consumption of differently processed milk products and asthma risk in a Finnish birth cohort.MethodsWe included 3053 children from the Finnish Type 1 Diabetes Prediction and Prevention (DIPP) Nutrition Study. Asthma and its subtypes were assessed at the age of 5 years, and food consumption by food records, at the age of 3 and 6 months and 1, 2, 3, 4, and 5 years. We used conventional and processing (heat treatment and homogenization)‐based classifications for milk products. The data were analyzed using a joint model for longitudinal and time‐to‐event data.ResultsAt the age of 5 years, 184 (6.0%) children had asthma, of whom 101 (54.9%) were atopic, 75 (40.8%) were nonatopic, and eight (4.3%) could not be categorized. Consumption of infant formulas [adjusted hazard ratio (95% confidence intervals) 1.15 (1.07, 1.23), p < .001] and strongly heat‐treated milk products [1.06 (1.01, 1.10), p = .01] was associated with the risk of all asthma. Consumption of all cow's milk products [1.09 (1.03, 1.15), p = .003], nonfermented milk products [1.08 (1.02, 1.14), p = .008], infant formulas [1.23 (1.13, 1.34), p < .001], and strongly heat‐treated milk products [1.08 (1.02, 1.15), p = .006] was associated with nonatopic asthma risk. All these associations remained statistically significant after multiple testing correction.ConclusionsHigh consumption of infant formula and other strongly heat‐treated milk products may be associated with the development of asthma.