This research investigated the interaction between α-lactalbumin (α-la) and chitosan at different temperatures. Chitosan was added to α-la solution (5 g L) to achieve different α-la/chitosan ratios (8:1, 5:1, and 2:1), which were then subjected to different heating temperatures (20, 70, and 90 °C). The results indicated that a low amount of chitosan (8:1) precipitated α-la molecules. Increasing chitosan to a ratio of 5:1 resulted in exposure of the internal structure of α-la, and those formed complexes had high turbidity and average size, which were decreased by an increasing temperature. A further increase of chitosan to a ratio of 2:1 protected the internal structure of α-la molecules. All samples exhibited a similar adsorption behavior at the air/water interface, but the presence of chitosan significantly increased film elasticity. The produced complexes can be regarded as functional ingredients, which can be used as an emulsifying agent and a delivery material to control the release of bioactive compounds.