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 (~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 cross-linked 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.