The problem of successful development of the milk market and dairy products is actual in Russia, Germany and other foreign countries. The purpose of article is to discover the main directions of development of the milk market in Russia and foreign countries in the conditions of ensuring food security. The analysis of the milk market and dairy products which is carried out by authors in Germany and the Russian Federation has shown that for 2016 in Germany production of yogurt products has decreased by 11,5%, and in Russia there was a decrease in wholemilk production by 1,5%. The authors have given the analysis of gross domestic product of Germany and the Russian Federation, which largely depends on the current state of dairy cattle breeding. In all countries, the efficiency of cows is mostly dependent on the development and condition of food supply. The analysis of development of a food supply demonstrates that specific feed consumption in Russia is 1,5-1,6 times higher, than in the developed countries. This problem can be solved at the expense of an intensification of field fodder production and radical improvement of natural fodder land. To increase the productivity of cows and the efficiency of the industry, the authors consider it expedient to implement a set of state regulation measures appropriate to the situation in the industry and its functioning under the conditions of Russia's membership in the WTO. These main directions, according to the authors, will contribute to the saturation of the market with milk and dairy products, and, consequently, the solution of the problem of food provision of the population with food.