Milk oligosaccharides have many associated bioactivities which can contribute to human health and offer protective properties to the host. Such bioactivities include anti-infective properties whereby oligosaccharides interact with bacterial cells and prevent adhesion to the host and subsequent colonization. Milk oligosaccharides have also been shown to alter the glycosylation of intestinal cells, leading to a reduction in pathogenic colonization. In addition, these sugars promote adhesion of commensal bacterial strains to host cells as well as possessing the ability to alter mucin expression in intestinal cells and improve barrier function. The ability of milk oligosaccharides to alter the transcriptome of both commensal bacterial strains and intestinal epithelial cells has also been revealed, indicating the potential of many cell types to detect the presence of milk oligosaccharides and respond accordingly at the genetic level. Interestingly, domestic animal milk may provide a bioactive source of oligosaccharides for formula supplementation with the aim of emulating the gold standard that is human milk. Overall, this review highlights the ability of milk oligosaccharides to promote health in a variety of ways, for example, through direct bacterial interactions, immunomodulatory activities, promotion of gut barrier function, and induction of protective transcriptional responses.