The effect of thermal processing on digestibility of milk proteins should be better understood as this can greatly affect their immunoreactivity. The aim of this study was to evaluate the effects of thermal processing and lactosylation on digestibility and allergenicity, by comparing non heat-treated with industrially processed whey proteins. A semi-dynamic model was used to mimic the kinetics of digestion, and ELISA inhibition tests against human specific serum IgE were performed on the mass-spectrometry characterized products. A quicker gastric digestion of the industrially treated sample produced a lower immunogenic response in comparison with the raw sample, where intact conformational epitopes remained. In later digests, greater IgE reactivity was shown in the heat treated product, probably due to the release of linear epitopes, while at intestinal level the immunogenic response was negligible. Moreover, transepithelial transport of a reported β-lactoglobulin-derived allergen, KIDALNENVLVL, produced during digestion was assayed. It was found that the epitope-belonging peptide could be transported through the cell monolayer, both in the native and mono-lactosylated forms, with a favored passage of the native peptide.