The dairy industry generates a large volume of by-products containing bioactive compounds that may have added value. The aim of this study was to evaluate the antioxidant and antigenotoxic effects of milk-derived products, such as whey, buttermilk, and lactoferrin, in two human cell lines: Caco-2 as an intestinal barrier model and HepG2 as a hepatic cell line. First, the protective effect of dairy samples against the oxidative stress caused by menadione was analyzed. All these dairy fractions significantly reversed the oxidative stress, with the non-washed buttermilk fraction presenting the greatest antioxidant effect for Caco-2 cells and lactoferrin as the best antioxidant for HepG2 cells. At concentrations that did not impact cell viability, we found that the dairy sample with the highest antigenotoxic power against menadione, in both cell lines, was lactoferrin at the lowest concentration. Additionally, dairy by-products maintained their activity in a coculture of Caco-2 and HepG2, mimicking the intestinal-liver axis. This result suggests that the compounds responsible for the antioxidant activity could cross the Caco-2 barrier and reach HepG2 cells on the basal side, exerting their function on them. In conclusion, our results show that dairy by-products have antioxidant and antigenotoxic activities, which would allow revaluing their use in food specialties.