Previous studies showed positive associations between milk intake and Parkinson's disease (PD) in men but not in women, but few studies were available in women. Due to the long prodromal PD phase, reverse causation represents a major threat to investigations of diet in PD; cohort studies with a long follow-up are needed. We investigated associations between intake of milk and other dairy products with PD incidence in women from the E3N cohort study (1993-2018). PD diagnoses were validated using medical records and drug claim databases. Diet was assessed via a dietary questionnaire. Hazard ratios (HR) were estimated using multivariable Cox regression models. Exposures were lagged by 5y in main analyses and longer lags in sensitivity analyses. We examined the impact of adjustment for premotor symptoms (constipation/depression). During a mean follow-up of 18.8y, 845 of 71,542 women developed PD. Main analyses showed a J-shaped association between total milk intake and PD (P-non linearity = 0.045), with a significant linear positive association among drinkers (HR/1-SD = 1.09, 95% CI = 1.01-1.18, P = 0.024), that was explained in secondary analyses by a different pattern of association for plain milk (alone or with cereals) and milk added to drinks (tea/coffee/chicory). PD incidence increased significantly with plain milk consumption (HR/1-SD = 1.08 [1.02-1.14], P = 0.014). A U-shaped relation was observed for milk added to drinks (P-non linearity = 0.038), with lower PD incidence in women with moderate consumption (HR = 0.77 [0.61-0.97], P = 0.030) and no difference between non-drinkers and those with the highest consumption (HR = 0.98 [0.79-1.21], P = 0.848). Findings were similar in analyses using longer lags and adjusted for constipation/depression. Consumption of other dairy products was not associated with PD. A J-shaped association between total milk intake and PD was explained by a different pattern of association for plain milk intake and milk added to drinks. Reverse causation is unlikely to explain a positive association of plain milk with PD incidence in women. The U-shaped relation for milk added to drinks could be explained by an interaction between milk and coffee/tea/chicory. Further studies are warranted to elucidate the underlying mechanisms.