It has been suggested that patients with cow's milk allergy can ingest baked milk without adverse reactions, although this has not been characterized sufficiently. Here, we investigated the solubility, allergenicity, and digestibility of alpha s1-casein and beta-lactoglobulin when skim milk (SM) was mixed with food ingredients, starch and gluten, and then baked. Samples were analyzed using competitive ELISA, SDS-PAGE, and immunoblot. The protein bands of cow's milk proteins (CMP) in baked SM with starch and gluten were shifted up. alpha s1-Casein and beta-lactoglobulin in the PBS extract from the baked SM with gluten decreased compared with that in the baked SM with starch. alpha s1-Casein and beta-lactoglobulin were detected as insoluble fractions. The allergenicity of CMP was significantly decreased by baking and when mixed with gluten. The digestibility of alpha s1-casein and beta-lactoglobulin was unaffected by food ingredients, and insolubilized beta-lactoglobulin was not digested and thus remained, especially in baked SM with gluten.