Fractions enriched with α-lactalbumin (α-la) and β-lactoglobulin (β-lg) were produced by a process comprising the following successive steps: clarification–defatting of whey protein concentrate, precipitation of α-lactalbumin, separation of soluble β-lactoglobulin, washing the precipitate, solubilization of the precipitate, concentration and purification of α-la. The present study evaluated the performance of the process, firstly on a laboratory scale with acid whey and then on a pilot scale with Gouda cheese whey. In both cases soluble β-lg was separated from the precipitate using diafiltration or microfiltration and the purities of α-la and β-lg were in the range 52–83 and 85–94% respectively. The purity of the β-lg fraction was higher using acid whey, which does not contain caseinomacropeptide, than using sweet whey. With the pilot scale plant, the recoveries (6% for α-la; 51% for β-lg) were disappointing, but ways of improving each step in the process are discussed.