The invention describes a method of purifying alpha-lactalbumin from whey with a single chromatographic step. The method involves adjusting the pH of the whey and loading the whey onto a cation exchanger for a prolonged period of time/volume after which a highly pure alpha-lactalbumin can be eluted from the column. This method uses only a single chromatography step to achieve a high purity alpha-lactalbumin eluate and allows the alpha-lactalbumin depleted whey to be further processed for example pH adjusted back to a target set point, dried and recovered as a whey product or otherwise further processed.