What is Greek yogurt? Greek yogurt starts out the same as regular yogurt and then is transformed into a more dense and higher protein yogurt in one of two ways. Greek yogurt can either be made by straining regular yogurt to remove additional whey and liquids or by adding ingredients like whey protein and milk protein concentrate to regular yogurt until it is a thicker consistency. No matter how it is made, a tangy creamy yogurt is produced and because more ingredients and labor go into making it, Greek yogurt usually costs more.