A milk sampling device is provided with a removable cassette in which milk sample collecting elements can be placed, and at least one filling member capable of being placed successively above various collecting elements. Said filling member is capable of introducing milk samples, taken from milk from an automatic milking machine, into the collecting elements. There is provided a guide supporting at least one filling member, which guide is designed so that the filling member is moved, by increasing the distance between the guide and the cassette and by subsequently decreasing said distance, from a position above a collecting element to an adjacent position above an adjacent collecting element. In particular, the milk sampling device is appropriate for an apparatus that automatically connects teat cups to the teats of an animal, automatically milks the animal and thereafter automatically disconnects the teat cups from the animal's teats.