The genomic region containing the lactase (LCT) gene shows one of the strongest signals of positive selection in Europeans, detectable using a range of approaches including haplotype length, linked microsatellite variation and population-differentiation-based tests. Lactase is the enzyme that carries out the digestion of the milk sugar lactose. Its expression decreases at some point after the weaning period is over in most mammals and in around 68% of all living adult humans. However, in some humans, particularly those from populations with a history of dairying, lactase is expressed throughout adulthood. This trait is called lactase persistence (LP), and in people of European ancestry, it is associated with a single mutation (-13910*T). Evidence from the detection of dairy fat residues in potsherds, and allele frequencies in ancient DNA samples suggest that LP arose after dairying practices had developed. However, the reasons why LP may have been advantageous are still debated, and the respective contribution of demography and natural selection remains to be disentangled. This paper discusses various studies, from archaeology to population genetics, that have shed some light on the subject by investigating the evolution of LP in Europe.