In the food sector, one of the most important economic activities is the dairy industry, which has been facing many challenges in order to meet the increasing demand by consumers for natural and minimally processed products with high quality. In this sense, the application of innovative and emerging technologies can be an interesting alternative, for example, the use of nanotechnology in packaging and as delivery systems. This technology has the potential to improve the quality and safety of dairy products, representing an interesting approach for delivering food preservatives and improving the mechanical, barrier and functional properties of packaging. Several applications and promising results of nanostructures for dairy product preservation can be found throughout this review, including the use of metallic and polymeric nanoparticles, lipid-based nanostructures, nanofibers, nanofilms and nanocoatings. In addition, some relevant examples of the direct application of nanostructured natural antimicrobials in milk and cheese are presented and discussed, as well as the use of milk agar as a model for a preliminary test. Despite their high cost and the difficulties for scale-up, interesting results of these technologies in dairy foods and packaging materials have promoted a growing interest of the dairy industry.