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Background A commonly held public belief is that cow’s milk products increase mucus production and respiratory symptoms. Dietary milk elimination is often attempted despite lack of evidence. Our objective was to investigate whether a single exposure to cow’s milk is associated with respiratory symptoms and changes in pulmonary functions in asthmatic and non-asthmatic children. Methods We conducted a prospective double blind, placebo-controlled trial on non-asthmatic and asthmatic children aged 6–18 years evaluated at a pediatric pulmonology unit. The children were randomly challenged with cow’s milk or soy milk substitute. Symptoms, spirometry, fractional-exhaled nitric-oxide (FeNO), and pulse oximetry findings were obtained at baseline and at 30, 60, 90, and 120 min following challenge. A two-way ANCOVA (with repeated measures when required) was used to compare the performances of all groups and subgroups over time. The outcome measures of each participant were compared to his/her own variables over time and in relation to his/her baseline values. In case of missing data points, missingness analysis was performed using Little’s missing completely at random (MCAR) test. Results Fifty non-asthmatic children (26 assigned to the cow’s milk group and 24 to the soy substitute group), and 46 asthmatic children (22 in the cow’s milk group and 24 in the soy substitute group) were enrolled. Age, gender, and body mass index Z-score were comparable between the two groups. No changes in symptoms, spirometry, FeNO, or oxygen saturation measurements were observed following challenge in any of the participants in both groups, at any time point compared to baseline. Conclusions A single exposure to cow’s milk is not associated with symptoms, bronchial inflammation, or bronchial constriction in both non-asthmatic and asthmatic children. Our findings do not support the strict elimination of dairy products from a child’s diet for the prevention of respiratory symptoms. Trial registration This study was approved by the Tel Aviv Sourasky Medical Center Institutional Review Board and the Israeli Ministry of Health review board (Helsinki Committee, NIH #NCT02745899). Registered April 2016 https://clinicaltrials.gov/ct2/show/NCT02745899?cond=milk+asthma&rank=1.