In the district of Unaí (Minas Gerais, Brazil), smallholder farmers face numerous challenges such as restricted access to land, capital and labor, weak collective organization and climatic constraints. Yet, they are eager to access local markets to sustain their livelihoods and are ready to adapt their production systems in different ways to overcome the above constraints and achieve their place in existing productive supply chains. The dairy sector offers them a unique opportunity to achieve their goals. To understand how small holder farmers in Unaí took their place themselves in the dairy sector, we interviewed 24 smallholder farmers that deliver milk for the local cooperative. Our aim was to analyze the trajectories they followed from installation up to now in order to build specialized dairy production systems. Trajectories differ in terms of the feeding strategies and sources of feed for cows in the dry periods; of the breeds used for milk production; of the sources of financial resources for investment in the production system; of the relative synchronization of milk production in dry and wet periods, among others. This variability is related to how much smallholder farmers try to provide security to their systems, and in doing so, decrease its vulnerability both to internal and external events.