Milk intended for human consumption is subjected to technological treatments to ensure its safety and storage stability. These treatments deeply modify some of its structural and nutritional characteristics. Principal modifications involve proteins that partly adsorb onto the membrane of milk fat globules upon homogenization or whey proteins that undergo denaturation and aggregation during thermal treatments. Transmission electron microscopy is a powerful approach to investigate milk ultrastructure, due to its high-resolution power. Immunogold labeling of β-lactoglobulin and β-casein proteins represents a sophisticated approach to examine their structure and localization following technological processes such as homogenization and UHT treatment. However, liquid milk is a very challenging matrix because of its complex multiphasic nature. To preserve both ultrastructure and antigenicity, and to obtain an efficient labelling in liquid milk samples, some precautions shall be adopted in fixation, embedding, and labeling steps as here reported.