Sheep and goats markedly differ in mammary gland structure and milk secretion processes, which modifies the characteristics of their milk and dairy products. Whereas ewe’s milk is mainly secreted in the MEC by a merocrine process, the goat’s is apocrine with high shedding of cytoplasmic particles and SCC in milk. Presence and dynamics of stem and progenitor cells in the mammary glands of ewes and does, also help explain their differences in plasticity during lactation. Prolactin is essential for milk secretion and modifies milk yield by regulating MEC functioning, proliferation and exfoliation, all being suppressed by dopamine agonists. Serotonin plays a paracrine-autocrine role inhibiting lactation in ewes and does, but with differences in receptors by species. Udder cistern compartment is larger in goat (70–80%) than in sheep (40–60%) depending on breeds, which conditions milking machine settings, routines and schedules. Milk ejection and component yields are influenced by the presence of offspring and milking-suckling strategy used. Milking from parturition increases the amount of milk sold, especially in sheep, although results vary according to breed and conditions (e.g., udder morphology). Consequently, a short suckling period (2 to 4 wk) and sale of milk-fed lambs are widely used. Today, machine milking is widespread, resulting in better milk hygiene and higher quality of dairy products. Intensification increased the size of the flocks/herds and milking time is a major constraint for farmers. Simplification of milking routines and extension of intervals are usual ways to solve the problem. Both ewes and does are able of being milked once-a-day for the entire lactation, with cost-efficient milk losses (5 to 15%), no effects on udder health, small variations of milk composition and inconsistent effects on dairy products. Automation of milking routines (e.g., cluster removal) and automated milk recording (i.e., electronic identification and milk flowmeters) are now generalized trends, with benefits in milking throughput and genetic improvement. As a result, a greater dairy specialization and easy milkability are expected at the mid-term in dairy small ruminants.