The aggregation of α-lactalbumin, β-lactoglobulin and β-casein after heating in dry state was studied in absence and presence of saccharides. In absence of saccharides, differences were observed in the extent of aggregation. Differences between the proteins were mostly due to differences in covalent aggregation. The presence of glucose during the heat treatment of milk proteins significantly increased the extent of aggregation, and decreased differences between proteins. α-Lactalbumin was selected as a model protein for the study of cross-links formed after heat treatment. In the presence of saccharides, these cross-links were found to consist of 36% of disulphide bridges (compared to >75% in the absence of glucose), followed by other cross-links such as lanthionine. Larger saccharides led to a decrease in Maillard induced aggregation; maltotriose actually even inhibited the formation of α-lactalbumin aggregates.