This review compiles published information concerning the incidence of pathogenic microorganisms — Listeria monocytogenes, Salmonella spp., Staphylococcus aureus and shiga-toxin producing Escherichia coli (STEC) — in goat and sheep raw milk and cheese. Meta-analytical data were extracted from 37 primary studies undertaken in Australia, Brazil, China, Colombia, Costa Rica, Czech Republic, Egypt, Germany, Greece, Iran, Italy, Malaysia, Mexico, Norway, Poland, Portugal, Spain, Sweden, Switzerland, Turkey, UK and USA. Pooled frequencies of detection of pathogens were found to be similar for sheep and goat raw milk: Salmonella (1.4–2.4%), L. monocytogenes (2.9–3.6%), STEC (4.3–4.8%) and S. aureus (35–39%). Likewise, in goat cheeses, regardless of being made of raw or heat-treated milk, S. aureus has been the most frequent contaminant (16.0%), whereas in raw milk cheeses, regardless of origin, the pooled prevalence of S. aureus is equally high in hard (34.6%) and soft cheeses (25.7%). L. monocytogenes is another important pathogen in sheep and goat milk cheeses (3.6–12.8%) while E. coli O157 strains with virulence genes (4.3%) also appear to persist during cheese manufacture. As expected, STEC has a higher pooled incidence in raw milk cheeses (10.0%) than in pasteurised milk cheeses (4.7%). Thus, the moderate contamination in raw milk and cheese of sheep and goat origin, revealed by this meta-analysis, advocates the reinforcement of general prevention measures such as close monitoring of hygiene on farms and eradication of disease by sheep and goat dairy farmers. Moreover, for the production of traditional cheeses made of raw milk, preventive measures during processing, namely, regular sterilisation of dairy equipment, process monitoring and hygiene of operators, should be even more stringent.