The proteins found in cow milk have been reported to cause systemic inflammation. Endoplasmic reticulum (ER) stress is known to be involved in the development of several metabolic disorders including insulin resistance and non-alcoholic fatty liver disease. However, the effect of thiazolidinediones (TZDs) on ER stress is still controversial. This is why we want to investigate in this study whether casein, which is the major protein in cow's milk, induces ER stress in the liver and whether rosiglitazone can attenuate these changes. Nine-week-old male Sprague-Dawley (SD) rats were separated into three groups: (1) vehicle treated; (2) daily subcutaneous injections of 1 mL 10% casein; (3) daily subcutaneous injection of 1 mL 10% casein and rosiglitazone 4 mg/[kg d]. After 6 weeks, body weight, food intake, glucose and lipid parameters, and serum AST/ALT levels were measured after an overnight fast. Real time RT-PCR and immunohistochemical staining for various ER stress markers were performed, and a TUNEL analysis was also performed. After 6 weeks, casein injection induced weight reduction, systemic inflammation, and hepatic dysfunction in SD rats. Casein injection increased both the gene and protein expression of ER stress markers in the liver and also caused hepatocyte apoptosis. Rosiglitazone treatment attenuated casein-induced systemic inflammation, ER stress, deteriorated liver function, and increased apoptosis. In conclusion, our results may provide further insight into the effects of casein on chronic inflammatory diseases, and to have a better understanding of the mechanism of the anti-inflammatory properties of rosiglitazone regardless of its hypoglycemic effect.