Dairy products are carriers of bioactive compounds such as Polyunsaturated Fatty Acids (PUFA), including α-linolenic acid, linoleic acid and Arachidonic acid, along with their metabolites. These compounds give dairy products their health-promoting and therapeutic properties for the treatment and prevention of life-threatening diseases, such as cardiovascular diseases, digestive disorders, inflammation reduction, improved immune biomarkers and mitigating the impact of diabetes and cancer. Consequently, food and dairy industry trends are shifting towards developing functional foods from animal sources like milk, fortified with polyunsaturated fatty acids. This can be achieved by altering the diet of milk-producing animals or fermenting milk with lactic acid bacteria to enhance its health properties. This review provides an overview of the effects of PUFA and their metabolites on the body's biomarkers, highlighting their role in reducing plasma triglycerides without affecting body weight or levels of Low-Density Lipoprotein (LDL).