Milk hypersensitivity due to adverse reactions to milk proteins is among the major public concern of food allergies. In present investigation, comparative assessment of humoral and cell mediated immune responses in mice associated with allergenicity of major milk proteins (casein and β-lactoglobulin) of cow, buffalo and goat were carried out. Caseins of all three species of dairy animals appeared to be less immunogenic and allergenic than their corresponding β-lactoglobulins. Cow milk proteins (caseins and β-lactoglobulin) were observed to increase protein specific IgE sensitization as well as lymphocyte proliferation index significantly (P < 0.01) as compared to buffalo and goat milk proteins. On the other hand, buffalo and goat milk proteins similar to cow's proteins raised remarkably higher (P < 0.01) immunogenic response in terms of IgG levels than the negative control group. The results obtained were correlated with B and T cell epitopes of milk proteins cited in literature after multiple alignment in silico. Thus present study suggests cow milk proteins (β-lactoglobulin and casein) are highly allergenic among the milk proteins of three species of dairy animals.