Functional proteins in milk, including α-lactalbumin, β-lactoglobulin, lactoferrin, lactoperoxidase, β-casein and milk fat globule membrane protein, have been reported to have important physiological functions and play important roles in human health and thus, they have attracted widespread attention from researchers and manufacturers. However, there is a bottleneck for the development of techniques for the separation of functional proteins from milk, which restricts their industrial production and practical application. In this paper, the mature techniques for the separation and purification of six functional proteins from milk are summarized, with special reference to their application conditions and experimental scale, in order to provide a basis the separation and purification of functional proteins from milk in laboratories and factories and the development of new functional milk protein products.