Whey recovery is limited in artisanal cheese manufacture. This by-product of cheese manufacture was traditionally considered as waste and is highly polluting. However, interest in the nutritional properties of native whey and its proteins has recently increased. Pretreatment is required to preserve highly perishable whey for processing. Only a few studies have focused on sheep whey, despite its considerable nutritional and technological potential. Here, we investigated the effect of heat treatment on the denaturation and formation of protein aggregates in sweet sheep whey collected in January, April and July. Two pasteurisation protocols were studied (72 • C for 1 min and 80 • C for 15 s). Microbiological quality was assessed by checking for the presence of microbes after five days of storage at 4 • C. Asymmetrical flow field-flow fractionation (AF4) coupled to UV detector, multiangle light scattering (MALS) and refractometer (dRi) is a mild, non-naturing technique for determining the extent of denaturation of whey proteins and the size of whey protein aggregates. Greater whey protein denaturation and larger whey protein aggregates were observed for the 80 • C/15 s protocol than for the 72 • C/1 min protocol, for the January and April samples. A decrease in Immunoglobulin G (IgG) content was observed after heat treatments in the samples from July but not significantly for the other proteins. Moreover, the retention times of the monomeric whey protein peaks on the AF4 fractogram were higher for this period, indicating that the proteins were larger. Microbiological testing showed that both pasteurisation treatments were sufficiently effective to ensure good sanitary quality. The pasteurisation schedule best preserving native proteins was heating at 72 • C for 1 min.