Dehydration by spray drying is a valuable technique for water evaporation, using hot air to stabilize the majority of dairy ingredients. In view of the increased development of filtration processes, the dairy industry requires greater understanding of the effects of spray drying on the quality of protein powders. Several publications have reported that the proteins have an important role in the mechanisms of water transfer during drying and rehydration. The residence time of the droplet is so short that it is very difficult to study the mechanisms of the structural change in the protein without fundamental research into relationships with the process/product interactions. Following an introduction to spray drying, this chapter on the effects of drying on milk proteins covers five areas: the world dairy powder situation, the properties of spray-dried milk products, the principles of spray drying, the drying of proteins, and the rehydration of dried protein powders.