A number of intervention studies have reported that the prevalence of obesity may be in part inversely related to dairy food consumption while others report no association. We sought to examine relationships between energy, protein and calcium consumption from dairy foods (milk, yoghurt, cheese, dairy spreads, ice-cream) and adiposity including body mass index (BMI), waist (WC) and hip circumference (HC), and direct measures of body composition using dual energy X-ray absorptiometry (% body fat and abdominal fat) in an opportunistic sample of 720 overweight/obese Australian men and women. Mean (SD) age, weight and BMI of the population were 51 ± 10 year, 94 ± 18 kg and 32.4 ± 5.7 kg/m2, respectively. Reduced fat milk was the most commonly consumed dairy product (235 ± 200 g/day), followed by whole milk (63 ± 128 g/day) and yoghurt (53 ± 66 g/day). Overall dairy food consumption (g/day) was inversely associated with BMI, % body fat and WC (all p < 0.05). Dairy protein and dairy calcium (g/day) were both inversely associated with all adiposity measures (all p < 0.05). Yoghurt consumption (g/day) was inversely associated with % body fat, abdominal fat, WC and HC (all p < 0.05), while reduced fat milk consumption was inversely associated with BMI, WC, HC and % body fat (all p < 0.05). Within a sample of obese adults, consumption of dairy products, dairy protein, and calcium was associated with more favourable body composition.