Protein-reducing sugar conjugates are formed by the naturally occurring Maillard reaction, otherwise known as glycation. The Maillard reaction products (MRP) formed can provide novel and/or improved functionality compared to the unmodified protein. Understanding the chemistry of the Maillard reaction, the physicochemical properties of its products, and, more importantly, the inter-relationships between these properties and the specific functionality of a given MRP will help to define the potential of MRP as food ingredients in their own right. Recently, electrospray ionization-mass spectrometry (ESI-MS) and matrix-assisted laser desorption ionization-mass spectrometry (MALDI-MS) have acquired a leading role in the structural characterization of proteins. The ability of these techniques to provide detail about the nature and extent of protein modifications at a molecular level as well as conformational information provides new insight into the glycation process. This article reviews the role that ESI- and MALDI-MS have played in advancing our understanding of the glycation of milk proteins.