Skim milk ultrafiltration (UF), used for milk protein concentration, is one of the most important unit operations in dairy processing. However UF performance is severely reduced by flux decline resulting from concentration polarisation (CP) and fouling, the mechanisms of which are still not fully understood for the complex colloidal fluid of skim milk. In this review, we analyse published observations of CP and fouling of relevance to skim milk UF to examine the underlying mechanisms. Current approaches for modelling the flux decline caused by CP and fouling are reviewed. Focussed discussion is given to the current state of understanding of CP and fouling in relation to the physicochemical properties of skim milk and the effectiveness of chemical cleaning. This review identifies the roles of various milk components in CP and fouling behaviour and offers insights into the mechanisms that govern flux decline.