Inflammation has been implicated in development of the insulin resistance that leads to elevated blood sugar levels associated with type 2 diabetes. It is reported that salsalate, a common non-steroidal anti-inflammatory drug, has been shown to decrease blood glucose concentration in some clinical study. Recently, we found that bovine milk-derived α-lactalbumin had anti-inflammatory activity caused by inhibiting cyclooxygenase-2. In this study, we investigated the effects of chronic administration of α-lactalbumin on glucose tolerance in Goto–Kakizaki (GK) rats, a model of type 2 diabetes. After 10 weeks administration of the α-lactalbumin (300 mg/kg, twice a day), oral glucose tolerance tests revealed significant decrements of blood glucose levels after glucose loading. However, significant differences of insulin levels were not observed among three GK rats groups after glucose loading. α-Lactalbumin treatment enhanced high molecular weight form of adiponectin and suppressed prostaglandin E2 levels in plasma. These results suggest that α-lactalbumin effectively decreased blood glucose levels after glucose loading in GK rat, and the decrements may be due to enhancement of adiponectin.