Steroid hormones, small lipophilic substances, are often illegally used as growth-promoting agents in the animal husbandry and breeding industry. Residual hormones in dairy products can enter the human body through the food chain causing a series of health hazards. Residues of steroid hormones in dairy products have become the focus of worldwide concern about veterinary drug residues. Regulations have been issued to limit the content of steroid hormones in dairy products in China. This paper discusses the structure, classification and functions of steroid hormones, and summarizes the maximum residue limits, detection methods, contents and health risks of steroid hormones in dairy products, aiming to provide a reference for further research of steroid hormones in dairy products.