During thermal milk processing, severe oxidation can occur, which alters the technological and physiological properties of the milk proteins. Due to differences in composition and physicochemical properties, it can be expected that the particular milk proteins are differently affected by oxidative damage. Therefore, the protein-specific distribution of oxidation products in the heated milk proteome was investigated. Raw and heated milk samples were separated by one-dimensional gel electrophoresis. Protein oxidation was visualized by Western blot after derivatization of protein carbonyls with 2,4-dinitrophenylhydrazine. Thus, α-lactalbumin displayed enhanced oxidation compared to β-lactoglobulin, despite its lower concentration in milk. Highly selective oxidation was detected for a previously unassigned minor milk protein. The protein was identified by its peptide mass fingerprint as a variant of α(S1)-casein (α(S1)-casein*). Similar oxidation patterns were observed in several commercial milk products.