Casein is the major protein fraction in milk, and its cross-linking has been a topic of scientific interest for many years. Enzymatic cross-linking has huge potential to modify relevant techno-functional properties of casein, whereas non-enzymatic cross-linking occurs naturally during the storage and processing of milk and dairy products. Two size separation techniques were applied for characterisation of these reactions: gel electrophoresis and size exclusion chromatography. This review summarises their separation principles and discusses the outcome of studies on cross-linked casein from the last ~20 years. Both methods, however, show limitations concerning separation range and are applied mainly under denaturing and reducing conditions. In contrast, field flow fractionation has a broad separation range and can be easily applied under native conditions. Although this method has become a powerful tool in polymer and nanoparticle analysis and was used in few studies on casein micelles, it has not yet been applied to investigate cross-linked casein. Finally, the principles and requirements for absolute molar mass determination are reviewed, which will be of increased interest in the future since suitable calibration substances for casein polymers are scarce.