Component-resolved diagnostic (CRD) of cow’s milk allergy has been performed using immunoaffinity capillary electrophoresis (IACE) coupled with matrix-assisted laser desorption/ionization mass spectrometry (MALDI MS). First, total IgE quantification in the blood serum of a milk allergic patient by IACE-UV technique was developed using magnetic beads (MBs) coated with anti-human IgE antibodies (Abs) to perform the general allergy diagnosis. Then, the immunocomplex of anti-human IgE Abs with the patient IgE Abs, obtained during the total IgE analysis, was chemically cross-linked on the MBs surface. Prepared immunosupport was used for the binding of individual milk allergens to identify the proteins triggering the allergy by IACE with UV and MALDI MS detection. Then, allergy CRD was also performed directly with milk fractions. Bovine serum albumin, lactoferrin and α-casein (S1 and S2 forms, as was revealed by MALDI MS) were found to bind with the extracted IgE Abs, indicating that the chosen patient is allergic to these proteins. The results were confirmed by performing classical enzyme-linked immunosorbent assay of total and specific IgE Abs. The present IACE-UV/MALDI MS method required only 2 μl of blood serum and allowed the performance of the total IgE quantification and CRD of the food allergy not only with the purified allergen molecules, but also directly with the food extract. Such an approach opens the possibility for direct identification of allergens molecular mass and structure, discovery of unusual allergens, which could be useful for precise personalized allergy diagnostic, allergens epitope mapping and cross-reactivity studies.