According to our findings, the application of HPT processing, particularly, the treatments at 80 °C, combined with any pressure, produced a significant (p < 0.05) increase on the concentration of certain furans and pyrans with respect to untreated milk, which may not produce positive sensorial acceptance. It is well known that the increase of temperature as one of the promoters of Maillard reactions which agrees with the high temperatures reached during processing (90–110 °C) at HPT treatments at 80 °C (initial temperature). However, curiously the less intense treatment applied (300 MPa at 50 °C) also favored the increase of furans and pyrans. Probably, changes in the chemical configurations of these compounds under those conditions could be behind these increases.