The European high Alps are internationally renowned for their dairy produce, which are of huge cultural and economic significance to the region. Although the recent history of alpine dairying has been well studied, virtually nothing is known regarding the origins of this practice. This is due to poor preservation of high altitude archaeological sites and the ephemeral nature of transhumance economic practices. Archaeologists have suggested that stone structures that appear around 3,000 years ago are associated with more intense seasonal occupation of the high Alps and perhaps the establishment of new economic strategies. Here, we report on organic residue analysis of small fragments of pottery sherds that are occasionally preserved both at these sites and earlier prehistoric rock-shelters. Based mainly on isotopic criteria, dairy lipids could only be identified on ceramics from the stone structures, which date to the Iron Age (ca. 3,000-2,500 BP), providing the earliest evidence of this practice in the high Alps. Dairy production in such a marginal environment implies a high degree of risk even by today's standards. We postulate that this practice was driven by population increase and climate deterioration that put pressure on lowland agropastoral systems and the establishment of more extensive trade networks, leading to greater demand for highly nutritious and transportable dairy products.