Although grazing of dairy cows is an integral part of dairy farming in many European countries, farmers today more often choose for zero-grazing systems, where cows are housed throughout the year. Some studies already compared grazing and zero-grazing systems for specific issues such as labor efficiency, environmental impact, or animal welfare. In our study, we perform a more integrated evaluation, considering relevant ecological, economic, and social aspects. This allows for a balanced and more complete comparison of the sustainability performance of the two production methods. We evaluated ten intensive grazing and ten zero-grazing specialized Flemish dairy farms on the use of nutrients and energy, productivity and profitability, labor input, and animal welfare. In addition, we put special effort in formulating useful management advice for farmers. Therefore, we combined a detailed analysis of the sustainability indicators with an intensive interaction and discussion with farmers and farm advisors. Results show that, on average, the zero-grazing farms performed significantly worse from an ecological and economic point of view. This fact is explained mainly due to a less efficient use of concentrates and byproducts. Social sustainability performance did not differ significantly between the two groups. As a result, the integrated sustainability performance was significantly lower for the zero-grazing group. This finding shows that a further shift from intensive grazing to zero-grazing can move dairy farming in Flanders further away from sustainability. An important advice to improve the ecological and economic performance of zero-grazing farms is to optimize cows’ rations to include more forages and optimize forage production and use. More detailed site- and case-specific management advice for farmers of both groups was provided during a discussion meeting. We consider this an essential additional step to any sustainability evaluation, since progress can only be made when monitoring results are translated into practical measures.