Milk products obtained from cow, goat, buffalo, sheep, and camel as well as fermented forms such as cheese, yogurt, kefir, and butter are in a category of the most nutritious foods due to their high contents of high protein contributing to total daily energy intake. For certain reasons, high price milk products may be adulterated with low-quality ones or with foreign substances such as melamine and formalin which are added into them; therefore, a comprehensive review on analytical methods capable of detecting milk adulteration is needed. The objective of this narrative review is to highlight the use of vibrational spectroscopies (near infrared, mid infrared, and Raman) combined with multivariate analysis for authentication of milk products. Articles, conference reports, and abstracts from several databases including Scopus, PubMed, Web of Science, and Google Scholar were used in this review. By selecting the correct conditions (spectral treatment, normal versus derivative spectra at wavenumbers region, and chemometrics techniques), vibrational spectroscopy is a rapid and powerful analytical technique for detection of milk adulteration. This review can give comprehensive information for selecting vibrational spectroscopic methods combined with chemometrics techniques for screening the adulteration practice of milk products.