Dairy and egg products constitute an important part of Western diets as they represent an excellent source of high-quality proteins, vitamins, minerals and fats. Dairy and egg products are highly diverse and their associations with a range of nutritional and health outcomes are therefore heterogeneous. Such associations are also often weak or debated due to the difficulty in establishing correct assessments of dietary intake. Therefore, in order to better characterize associations between the consumption of these foods and health outcomes, it is important to identify reliable biomarkers of their intake. Biomarkers of food intake (BFIs) provide an accurate measure of intake, which is independent of the memory and sincerity of the subjects as well as of their knowledge about the consumed foods. We have, therefore, conducted a systematic search of the scientific literature to evaluate the current status of potential BFIs for dairy products and BFIs for egg products commonly consumed in Europe. Strikingly, only a limited number of compounds have been reported as markers for the intake of these products and none of them have been sufficiently validated. A series of challenges hinders the identification and validation of BFI for dairy and egg products, in particular, the heterogeneous composition of these foods and the lack of specificity of the markers identified so far. Further studies are, therefore, necessary to validate these compounds and to discover new candidate BFIs. Untargeted metabolomic strategies may allow the identification of novel biomarkers, which, when taken separately or in combination, could be used to assess the intake of dairy and egg products.