The gut microbiota plays a crucial role in the regulation of mucosal immunity and of the function of the intestinal barrier. Dysbiosis is accordingly associated with rupture of mucosal immune homeostasis, leading to inflammatory intestinal diseases. In this context, probiotic bacteria, including a new generation of intestinal probiotics, can maintain intestinal homeostasis and promote health. Surprisingly, little is known about the impact of fermented dairy products in this context, while they represent our main source of live and active bacteria. Indeed, they provide, through our daily diet, a high number of bacteria whose effect on mucosal immunity deserves attention. Among bacteria ingested in fermented dairy products, Streptococcus thermophilus, Lactobacillus delbrueckii, Lactobacillus helveticus, Lactococcus lactis and Propionibacterium freudenreichii are on top, as they are ingested in high concentrations (close to 109 per gram of product) in fermented milks or cheeses. This review gives an overview of the potential immunomodulatory effects of these main dairy starters. It further explores studies dealing with fermented dairy products containing theses starters, in a context of inflammation.