Researchers in the US made the link by analysing data on more than 57,000 men and 73,000 women compiled over nine years between 1992 and 2001.
Their work, published in the May edition of the American Journal of Epidemiology, adds another twist to the dairy health debate.
Women who ate dairy did not appear to significantly increase their risk of developing Parkinson's, but a clear link was drawn for men on a high dairy intake.
Previous studies have also indicated a link between dairy and Parkinson's, although it has remained unclear how products such as milk and cheese may act as catalyst for the degenerative disease, which attacks the nervous system.
"More studies are needed to further examine these findings and to explore underlying mechanisms," the US team said, led by Dr Honglei Chen, a researcher at the National Institute of Environmental Health Sciences.
"Further considering some of the health benefits of dairy consumption, it is not wise to make advice to consumers based on this finding," Chen told DairyReporter.com.
The UK Dairy Council called for caution on the research, highlighting that researchers had been unable to physically examine those included in the study.
"It is interesting to highlight that the link for women was weaker than for men, showing factors other than diet and milk intake may be potentially responsible for the results of this study," said Dr Alice Cotter, a Dairy Council nutritionist.
"In reality there is no definitive link between dairy/milk, or any other food group, and any chronic disease. In fact a variety of studies suggest that milk may have a protective effect on our health."
Debate over the potential health risks and benefits of dairy products has escalated over the last couple of years, with some high-profile celebrities advocating dairy-free diets.
Top dairy firms, including Arla Foods, Campina, Fonterra and Dairy Farmers of America, recently fought back by establishing a Global Dairy Forum to drive a new wave of publicity about the health benefits of dairy.
Source: American Journal of Epidemiology Published online ahead of print, doi:10.1093/aje/kwk089.
"Consumption of Dairy Products and Risk of Parkinson's Disease."
Authors: Honglei Chen, Eilis O'Reilly, Marjorie L. McCullough, Carmen Rodriguez, Michael A. Schwarzschild, Eugenia E. Calle, Michael J. Thun and Alberto Ascherio.