It discovered the anomaly when filming its latest commercial, which stars the comedian Paul Whitehouse.
According to rules governing the advertising of foods that are high in fat, salt and sugar, whole milk ads are not allowed to be screened when children are likely to be watching television, because it has fat content of 4%.
The retailer said it was baffled there should be a ban on advertising milk to children, especially in the light of new evidence showing that a high number of children are not getting enough calcium in their diets.
Rick Bendel, marketing director of Asda, said: 'Are we saying that kids shouldn't drink whole milk as part of a healthy balanced diet?
'We're genuinely baffled as to why products loaded with artificial colours, sweeteners and other additives can cruise onto children’s TV without any problems but something that's wholly natural, and only 4% fat, can be demonised in this way. We're calling for rethink and little common sense on the issue.'
Other products that are surprising casualties of the new regulations are olive oil, raisins and cheese.
The new Paul Whitehouse campaign, created by Publicis, breaks on June 8. It highlights the fact that Asda sources milk from farmers located close to its stores.
Whitehouse spent two days honing his milking technique on a farm to produce the ad.