This paper aim to evaluate the ultrafiltration (UF) process for constituents recovery from whey. Sequences of factorial designs were performed by varying temperature (5 to 40°C) and pressure (1 to 3 bar), to maximize the proteins concentration using membrane of 100kDa in dead end system. Based on the best result new experiments were performed with membrane of 50kDa and 10kDa. With the membrane of 50 the protein retention was about 3 times higher than the membrane of 100kDa. The concentrated obtained by UF membrane of 10kDa, 10°C and 2 bar in laboratory scale showed a mean protein retention of 80 %, greater protein solubility, emulsion stability and the identification of β-lactoglobulins (18.3 kDa) and α-lactalbumin fractions (14.2kDa). Therefore, the use of membrane of 100 and 50kDa are became a industrially recommendable alternatives to concentration of whey proteins, and/or as a previous step to the fractionation of whey constituents using membrane ≤10kDa, aiming at future applications in different areas (food, pharmaceutical, chemical, etc.).