Understanding the mechanisms involved in structural development in the vicinity of membrane constitutes a considerable challenge in the improvement of ultrafiltration process in industrial applications. In situ small-angle X-ray scattering (SAXS) performed with custom-made ultrafiltration cell has permitted the structural arrangement to be probed and concentration profiles to be obtained in deposited layers during frontal filtration of casein micelle suspension. SAXS allowed the structure of the accumulated layers of casein micelles between 280 microm and 1 mm from the membrane surface to be followed at length scales from a few nanometers to about 100 nm. These results have been combined with hydrodynamic measurements (permeation flux) and rheological investigations. Under frontal filtration, the time dependence of concentration at different distances from the membrane surface has been obtained. This temporal evolution is marked by an exponential increase of the concentration followed by a slower growth which has been associated with a change in the rheological behavior of the suspension from Newtonian to shear thinning behavior.