Whey protein isolate, containing alpha-Lactalbumin and beta-Lactoglobulin, was separated by using a continuous three-stage ultrafiltration cascade system. Single-stage experiments were optimized to enable good and stable cascade operation. Three different cascade configurations, a non-constrained ideal system (Configuration A), and adapted version (Configuration B), and a countercurrent cascade (Configuration C) were experimentally tested and compared. The countercurrent cascade system showed the traditional trade-off between yield and purity. Both the adapted cascade system and the non-constrained ideal cascade gave better performance in terms of recovery and purity and show potential for application, albeit for different purposes.