Two major milk whey proteins, β-lactoglobulin and α-lactalbumin, are among the main cowmilk allergens and can cause allergy even at a very low concentrations. Therefore, these proteins are interesting targets in food analysis, not only for food quality control but also for highlighting the presence of allergens. Herein, a sensitive analysis for β-lactoglobulin and -lactalbumin was developed using immunoaffinity capillary electrophoresis hyphenated with MALDI-MS.Magnetic beads functionalized with appropriate antibodieswere used for β-lactoglobulin and α-lactalbumin immunocapture inside the capillary. After elution from the beads, analyte focusing and separation were performed by transient isotachophoresis followed by MALDI-MS analysis performed through an automated iontophoretic fraction collection interface. A LOD in the low nanomolar range was attained for both whey proteins. The method developed was further applied to the analysis of different milk samples including fortified soy milk.