When is the best time to drink milk? There are several time periods: 1. Get up in the morning and drink a glass of milk in the morning to provide nutrition for the whole day. 2. You can also drink milk before and after exercise, which not only supplements the protein, but also increases the fat consumption during exercise, thus achieving the purpose of weight control. Drinking a glass of milk before going to bed is good for improving sleep at night, and good sleep is also very helpful for controlling weight.