Most secreted and cell membrane proteins in mammals are glycosylated. Many of these glycoproteins are also prevalent in milk and play key roles in the biomodulatory properties of milk and ultimately in determining milk's nutritional quality. Although a significant amount of information exists on the types and roles of free oligosaccharides in milk, very little is known about the glycans associated with milk glycoproteins, in particular, the biological properties that are linked to their presence. The main glycoproteins found in bovine milk are lactoferrin, the immunoglobulins, glycomacropeptide, a glycopeptide derived from κ-casein, and the glycoproteins of the milk fat globule membrane. Here, we review the glycoproteins present in bovine milk, the information currently available on their glycosylation and the biological significance of their oligosaccharide chains.