The use of plant proteins to design colloidal food systems is a hot topic in the current context of the protein transition. However, replacing animal-derived proteins (in particular, dairy proteins) that have been traditionally used for this purpose by plant proteins is a challenge from various perspectives, and in particular, because of drastically different solubility and functionality. A possible route to mitigate these issues is to combine plant and dairy proteins, providing that their interactions can be understood from the molecular to the macroscopic scale. This review addresses the major advances that have occurred in the field of such blend-based systems, all the way from their behaviour in aqueous dispersions to their potential applications in gels, foams and emulsions.