Novel ion exchange adsorbents were synthesized by immobilizing sulfopropyl derivative onto homemade highly cross-linked agarose beads. The effects of different ligand densities (from 0.05 to 0.24 mol/L) on static and dynamic adsorption of the adsorbents were investigated using lysozyme as a model protein. Based on these results, rHLF was purified from the transgenic milk by our SP media. 1 mL high density (0.24 mol/L) adsorbent could handle 50 mL rHLF-containing milk. The mass recovery of rHLF was 86.5% and the purity was 98.5%. CD spectra demonstrated that the native structure of rHLF was not affected in the purification process. The biological functions of the purified rHLF, including iron binding, releasing and antimicrobial activities were then investigated. The results showed that rHLF had comparable iron binding and releasing activity to that of native HLF. 5 g/L concentration of rHLF significantly inhibited the growth of Escherichia coli. These studies lay a solid foundation for the wide application of our self-prepared ion exchange adsorbents in protein purification.