Dairy technology used to produce sweetened milk products might introduce additional advanced glycation end products (AGEs) into the diet. These molecular messengers are linked to detrimental health effects. Using a model accurate to the thermal treatment, reducing sugars, main protein content, and prolonged storage of ultra-high-temperature-sterilized (UHT) milk, we studied the behaviour of milk proteins during glycation. Two-dimensional electrophoresis (2-DE) profiles and western blots of glycated total casein revealed the major contributions of αs2-casein and β-casein and the relatively minor contributions of κ-casein towards the formation of Nε-carboxymethyllysine (CML)-positive aggregates. Glycated κ-casein had the lowest furosine (FUR), 5-hydroxymethylfurfural (HMF) and AGEs content. Conversely, the α-casein fraction demonstrated a high susceptibility to glycation, having the highest FUR, HMF and AGE levels. The gel-filtration elution profiles and the corresponding fraction fluorescence revealed that glycated casein aggregates were highly fluorescent, while the β-lactoglobulin glycation profile was similar to that of bovine serum albumin, and fluorescence was detected mainly in tetramers. Although CML is not a cross-linking AGE, it was only detected in large molecular aggregates and not in glycated monomers. Our results also indicate that in casein, glycation-induced changes in the UHT conditions were less deleterious than the subsequent 90 day storage period.