Whey proteins were inter-connected either by the enzyme transglutaminase or citric acid and then desolvated with ethanol to generate particles. Both samples comprised of sub-micron (>300 nm) and nano-scaled (similar to 100 nm) particles based on the hydrodynamic size measurements. Enzyme-induced cross-linking of proteins yielded more monodisperse particles and decreased the mean size of the major (nano-scaled) fraction of particles. Scanning electron microscopy images revealed a spherical morphology for all samples with mean sizes of <40 nm. Atomic force microscopy indicated a lower height for the particles from enzymatically crosslinked proteins. The mediating role of citric acid in bridging the proteins was confirmed by Fourier transform infrared spectroscopy. Differential scanning calorimetry indicated that pre-heating of protein solution before cross-linking and desolvation denatured the proteins entirely. In vitro degradation of whey protein particles in a simulated gastric fluid demonstrated that cross-linking of whey proteins before desolvation stage enhanced significantly the digestion stability of particles.