New peptides with potential antimicrobial activity, encrypted in milk protein sequences, were searched for with the use of bioinformatic tools. The major milk proteins were hydrolyzed in silico by 28 enzymes. The obtained peptides were characterized by the following parameters: molecular weight, isoelectric point, composition and number of amino acid residues, net charge at pH 7.0, aliphatic index, instability index, Boman index, and GRAVY index, and compared with those calculated for known 416 antimicrobial peptides including 59 antimicrobial peptides (AMPs) from milk proteins listed in the BIOPEP database. A simple analysis of physico-chemical properties and the values of biological activity indicators were insufficient to select potentially antimicrobial peptides released in silico from milk proteins by proteolytic enzymes. The final selection was made based on the results of multidimensional statistical analysis such as support vector machines (SVM), random forest (RF), artificial neural networks (ANN) and discriminant analysis (DA) available in the Collection of Anti-Microbial Peptides (CAMP database). Eleven new peptides with potential antimicrobial activity were selected from all peptides released during in silico proteolysis of milk proteins.