The present invention relates to a method for producing whey proteins in nanoparticulated form comprising the step of adjusting the pH of an aqueous solution of whey protein to from 5,6 to 6,4 or adjusting the ionic strength of the whey protein while keeping the pH constant, and subjecting the aqueous solution to a temperature of between 80° to 95°C, during a time period of from 10 seconds to 30 minutes, to obtain nanoparticulated whey protein having a particle size of less than 1 micrometer. The whey can be replaced by any other demineralized or slightly mineralized globular protein, in particular from egg, soy, cereals, oilseed or from other vegetable or animal origin. The present invention pertains to the use of these nanoparticulated whey proteins as emulsifiers, fat substitute, micellar casein substitute, whithening, foaming, texturising, filing and/or gelling agents.