A method for making a milk protein concentrate can comprise heating a liquid milk composition at near its natural pH to a temperature that causes the whey protein in the milk to bind to the casein in the milk to form protein aggregates. After cooling, the liquid milk composition can be subjected to membrane filtration using a membrane filter having a large pore size. The protein aggregates are retained to yield a milk protein concentrate. The concentrate can be further treated to provide a concentrate having a lowered lactose content.