The disclosure relates to a method in the protein fractionation of skim milk by means of microfiltration. The skim milk is pre-treated in that, before the microfiltration, it is heated to between 55 and 65 C and kept at this temperature for between 2 and 15 minutes. Thereafter, the skim milk is caused to pass through one or more microfilters, in which event the skim milk displays a falling or alternatively maintained temperature curve.