The milk-producing alveolar epithelial cells secrete milk that remains after birth the principal source of nutrients for neonates. Milk secretion and composition are highly regulated processes via integrated actions of hormones and local factors which involve specific receptors and downstream signal transduction pathways. Overall milk composition is similar among mammalian species, although the content of individual constituents such as lipids may significantly differ from one species to another. The milk lipid fraction is essentially composed of triglycerides, which represent more than 95 % of the total lipids in human and commercialized bovine milk. Though sterols, including cholesterol, which is the major milk sterol, represent less than 0.5 % of the total milk lipid fraction, they are of key importance for several biological processes. Cholesterol is required for the formation of biological membranes especially in rapidly growing organisms, and for the synthesis of sterol-based compounds. Cholesterol found in milk originates predominantly from blood uptake and, to a certain extent, from local synthesis in the mammary tissue. The present review summarizes current knowledge on cellular mechanisms and regulatory processes determining intra- and transcellular cholesterol transport in the mammary gland. Cholesterol exchanges between the blood, the mammary alveolar cells and the milk, and the likely role of active cholesterol transporters in these processes are discussed. In this context, the hormonal regulation and signal transduction pathways promoting active cholesterol transport as well as potential regulatory crosstalks are highlighted.