The invention is related to a process for extracting at least one protein present in milk, said protein exhibiting an affinity for the complexed or non-complexed calcium ions of said milk, comprising the following steps consisting of: a) releasing the protein by precipitation of calcium compounds obtained by contacting the milk with a soluble salt, the anion of which is selected for its capability to form said insoluble calcium compounds in such a medium, in order to obtain in this way a protein-enriched liquid phase, b) separating the protein-enriched liquid phase from the precipitate of calcium compounds, said liquid phase being, moreover, separated in a lipidic phase and in a non-lipidic aqueous phase comprising the protein, and c) recovering the non-lipidic aqueous phase comprising the protein.