The baking quality of heated (80℃, 30min) skim milk was higher than that of non-heated skim milk. The results of 2-dimensional gel electrophoresis (Blue native-PAGE/sodium dodecyl sulfate-PAGE) showed polymer formation between casein micelle, α-lactalbumin (α-La) and β-lactoglobulin (β-Lg). The α-La molecule was observed to interact with β-Lg, which was bound to κ-casein on the surface of the casein micelle with intermolecular disulfide bonds. The heated mixture of casein, α-La, and β-Lg reduced the decline in the baking quality of milk. However, α-La and β-Lg were the factors originally responsible for the decline in the baking quality. Thus, we observed that a heated polymer of casein, α-La, and β-Lg is an important factor determining the baking quality of milk.