This review gives an overview of the importance of interactions occurring in dairy matrices between Lactic Acid Bacteria and milk components. Dairy products are important sources of biological active compounds of particular relevance to human health. These compounds include immunoglobulins, whey proteins and peptides, polar lipids, and lactic acid bacteria including probiotics. A better understanding of interactions between bioactive components and their delivery matrix may successfully improve their transport to their target site of action. Pioneering research on probiotic lactic acid bacteria has mainly focused on their host effects. However, very little is known about their interaction with dairy ingredients. Such knowledge could contribute to designing new and more efficient dairy food, and to better understand relationships between milk constituents. The purpose of this review is first to provide an overview of the current knowledge about the biomolecules produced on bacterial surface and the composition of the dairy matter. In order to understand how bacteria interact with dairy molecules, adhesion mechanisms are subsequently reviewed with a special focus on the environmental conditions affecting bacterial adhesion. Methods dedicated to investigate the bacterial surface and to decipher interactions between bacteria and abiotic dairy components are also detailed. Finally, relevant industrial implications of these interactions are presented and discussed.