The microstructure of milk fat in processed dairy products is poorly known despite its importance in their functional, sensorial and nutritional properties. However, for the last 10 years, several research groups including our laboratory have significantly contributed to increasing knowledge on the organization of lipids in situ in dairy products. This paper provides an overview of recent advances on the organization of lipids in the milk fat globule membrane using microscopy techniques (mainly confocal microscopy and atomic force microscopy). Also, this overview brings structural information about the organization of lipids in situ in commercialized milks, infant milk formulas and various dairy products (cream, butter, buttermilk, butter serum and cheeses). The main mechanical treatment used in the dairy industry, homogenization, decreases the size of milk fat globules, changes the architecture (composition and organization) of the fat/water interface and affects the interactions between lipid droplets and the protein network (concept of inert vs active fillers). The potential impacts of the organization of lipids and of the alteration of the milk fat globule membrane are discussed, and technological strategies are proposed, in priority to design biomimetic lipid droplets in infant milk formulas.