The effect of calcium consumption in the prevention of type 2 diabetes mellitus (T2DM) remains controversial, and depends on food calcium sources. This prospective study aimed to evaluate the association between calcium-rich food consumption and T2DM incidence among Korean adults. We analyzed the data of 8574 adults aged 40–69 years, without a history of T2DM, cardiovascular disease, and cancer at the baseline from the Korean Genome and Epidemiology Study. The consumption of calcium-rich foods was assessed using a validated semi-quantitative food frequency questionnaire. T2DM-related data were collected using biennial questionnaires, health examinations, and clinical tests. Hazard ratios (HRs) and 95% confidence intervals (CIs) were calculated using Cox proportional hazards regression models. In the multivariate-adjusted model, yogurt intake was inversely associated with T2DM risk (HR: 0.73; 95% CI: 0.61–0.88 in the fourth quartile as compared to the first quartile). However, the intakes of other calcium-rich foods, including milk and anchovies, were not significantly associated with T2DM risk. Yogurt may provide protective effects against T2DM in Korean adults, owing to the beneficial effects of probiotics. Further prospective large-scale cohort studies should be conducted to validate these findings.