The lactoperoxidase–thiocyanate–hydrogen peroxide system is widely used as a feasible method for temporary preservation of raw milk in China. Nevertheless, due to its toxic and harmful nature, thiocyanate has been listed as an illegal food additive in raw milk and dairy products. In this study, various amounts of thiocyanate less than 10 mg/kg were found in 852 samples of dairy products marketed in China, of which 25.9% were less than 1 mg/kg and only 6.24% were 5–10 mg/kg. Furthermore, our analysis showed that the possible origin of thiocyanate might be raw milk but not illegal addition. Finally a risk assessment was performed on its potential health hazards.