Research on prostate cancer is tricky. There are wide differences in prostate cancer rates due to ethnicity. You need a big study to figure this out, a really big one, say 82,483 men. From 1993 to 2002, over 82,000 men were enrolled in a multi-ethnic study. These men were given all sorts of surveys included ones about what they ate, and specifically, about their milk and dairy consumption.
These men were followed for an average of 8 years. Over that time, 4,404 men were diagnosed with prostate cancer. Here are the findings:
- no association between calcium or vitamin D intake and prostate cancer. That includes men who were taking supplements. No matter what that source, no link between calcium/vitamin D and prostate cancer was found. This held true for each ethnic group.
- total dairy and total milk consumption was not linked to prostate cancer risk.
- men who drank non-fat or low-fat milk had a higher risk of prostate cancer compared to men who drank whole milk. But this was only for localized and low-grade types of prostate cancer.
Source: Song-Yi Park, Suzanne P. Murphy, Lynne R. Wilkens, Daniel O. Stram, Brian E. Henderson and Laurence N. Kolonel. Calcium, Vitamin D, and Dairy Product Intake and Prostate Cancer Risk: The Multiethnic Cohort Study. American Journal of Epidemiology 2007 166(11):1259-1269.

