Protein changes in relation to solubility, Maillard reaction (MR), and protein cross-linking in whole milk powder (WMP), skim milk powder (SMP), and whey protein concentrate (WPC) stored at different relative humidities (RHs) were investigated by chemical and electrophoretic methods. WMP and SMP reached minimum solubility rapidly, while WPC showed no change in solubility. The loss of solubility corresponded with development of high-molecular-weight protein complexes observed by two-dimensional electrophoresis. The maximal MR rate occurred at 66% RH for WMP and SMP (high lactose/protein ratios) and 84% RH for WPC (low lactose/protein ratios) based on the furosine and hydroxymethylfurfural contents. However, browning was greatest at 84% RH in all powders. The minimum solubility corresponded with the casein and fat contents. The retention of solubility and minimal protein cross-linking of WPC compared to casein-containing powders suggest that the casein content and cross-linking strongly influence the decrease in the solubility of milk powder.