Symptoms may include hives, stomach pain, flatulence, diarrhoea or loose stools, vomiting and anaphylaxis. Dairy allergy is relatively common in infants and young children. A dairy allergy is an immunological reaction to the proteins in milk (casein and whey). When an individual with a milk allergy consumes dairy of any kind, the body triggers an immune response to fight off what it sees as a harmful substance.