Abstract: Various particle physics models suggest that, besides the (nearly) cold dark matter that accounts for current observations, additional but sub-dominant dark relics might exist. These could be warm, hot, or even contribute as dark radiation. We present here a comprehensive study of two-component dark matter scenarios, where the first component is assumed to be cold, and the second is a non-cold thermal relic. Considering the cases where the non-cold dark matter species could be either a fermion or a boson, we derive consistent upper limits on the non-cold dark relic energy density for a very large range of velocity dispersions, covering the entire range from dark radiation to cold dark matter. To this end, we employ the latest Planck Cosmic Microwave Background data, the recent BOSS DR11 and other Baryon Acoustic Oscillation measurements, and also constraints on the number of Milky Way satellites, the latter of which provides a measure of the suppression of the matter power spectrum at the smallest scales due to the free-streaming of the non-cold dark matter component. We present the results on the fraction f(ncdm) of non-cold dark matter with respect to the total dark matter for different ranges of the non-cold dark matter masses. We find that the 2 sigma limits for non-cold dark matter particles with masses in the range 1-10 keV are f(ncdm) <= 0.29 (0.23) for fermions (bosons), and for masses in the 10-100 keV range they are f(ncdm) <= 0.43 (0.45), respectively.