This study aimed to determine the effect of thermal treatments on the recovery of lactoferrin in whey coming from rennet-coagulated skim milk. The impact of lactoferrin iron saturation was also assessed using skim milk spiked with different lactoferrin iron forms. The recovery of lactoferrin in the rennet whey fraction was determined by reverse-phase HPLC. One- and 2-dimensional sodium dodecyl sulfate PAGE analyses were performed on rennet curds to characterize the protein interactions involving lactoferrin in heated milk. The extent of lactoferrin recovered in the whey fraction was found to reduce as the heating temperature increased. The binding of iron by lactoferrin improved its thermal stability and its recovery in the whey fraction. Poly-acrylamide gel electrophoresis results showed that the association of lactoferrin in the unheated milk rennet curd involved noncovalent interactions, whereas upon heating, lactoferrin also interacted via an intermolecular disulfide link. Depending on the severity of the heat treatment, lactoferrin aggregates with Cys-containing proteins (beta-lactoglobulin, alpha-lactalbumin, alpha(s2)-casein, and kappa-casein) occurred by intermolecular thiol/disulfide exchange reactions. These noncovalent and covalent interactions explained the lower recovery of lactoferrin in heated milk.