Dietary intervention is an important approach in the prevention of cardiovascular disease. Over the last decade, some studies have suggested that a calcium-rich diet could help to control body weight, with anti-obesity effects. The potential mechanism underlying the impact of calcium on body fat has been investigated, but it is not fully understood. Recent evidence has also suggested that a calcium-rich diet could have beneficial effects on other cardiovascular risk factors, such as insulin resistance, dyslipidemia, hypertension and inflammatory states. In a series of studies, it was observed that a high intake of milk and/or dairy products (the main sources of dietary calcium) is associated with a reduction in the relative risk of cardiovascular disease. However, a few studies suggest that supplemental calcium (mainly calcium carbonate or citrate) may be associated with an increased risk of cardiovascular events. This review will discuss the available evidence regarding the relationship between calcium intake (dietary and supplemental) and different cardiovascular risk factors and/or events.