The invention provides protein-functionalised magnetic nanoparticles comprising magnetic nanoparticles (MNPs) to which a lactose-binding protein or enzyme has been immobilized. The protein-functionalised magnetic nanoparticles are particularly suitable for separating lactose from a lactose-containing solution, such as milk, cheese, yoghurt, flavoured milk or the like. The protein-functionalised MNPs can be added to the lactose-containing solution and be allowed to bind to the lactose in the solution. The MNPs, to which the lactose is bound, can then be magnetically removed from the solution, e.g. by applying an external magnetic field.