The major modifications induced by thermal treatment of whey proteins α-lactalbumin (α-La) and β-lactoglobulin (β-Lg) in a model system mimicking lactose-free milk (L(-) sugar mix) were investigated by matrix-assisted laser desorption ionization-time-of-flight mass spectrometry (MALDI-TOF MS). The analysis of the intact α-La revealed species with up to 7 and 14 adducts from lactose and sugar mix, respectively, whereas for β-Lg 3 and up to 5 sugar moieties were observed in the case of lactose and sugar mix experiments, respectively. A partial enzymatic hydrolysis with endoproteinase AspN prior to mass spectrometric analysis allowed the detection of further modifications and their localization in the amino acid sequence. Using α-cyano-4-chlorocinnamic acid as MALDI matrix, it could be shown that heating α-La and β-Lg with glucose or galactose led to the modification of lysine residues that are not glycated by lactose. The higher glycation degree of whey proteins in a lactose-free milk system relative to normal milk with lactose reflects the higher reactivity of monosaccharides compared to the parent disaccharide. Finally, the analysis of the whey extract of a commercial lactose-free milk sample revealed that the two whey proteins were present as three main forms (native, single, and double hexose adducts).