The production of milk powders involves nowadays a significant portion of the dairy industry. Due to its rich composition in terms of proteins and macromolecules, shedding light on the mechanisms characterizing the evaporation of milk is a scientific challenge and an industrial need at the same time. In this study, we use a multi-scale approach to investigate the separate roles of the two major milk protein components (whey protein isolates and native micellar caseins) on the drying of droplets with different whey protein to casein ratio. The evolution of the desiccation phases and the morphology of the samples are observed coupling mass measurements, optical/confocal microscopy and ultrasounds. Our outcomes highlight how the physico-chemical properties at the molecular scale significantly affect dried particle formation and their final shape and mechanical behavior. We show that the sol-gel transition governs the development of the particle skin in case of single dairy protein solution, regardless of the type. The case of the whey protein / micellar caseins mixes is discussed in a second time.