A method based on anion exchange chromatography (AIEX) in combination with ultrafiltration (UF) was developed to obtain kilogram-scale amounts of bovine α-lactalbumin (α-La) of high purity from α-La-enriched whey protein concentrate (αWPC). Initially, α-La was successfully purified, at laboratory scale, from a 10% solution of αWPC. Removal of casein and denatured whey protein by acid precipitation resulted in a α-La purity of 78%. A further purification by AIEX eluting with sodium acetate (NaAc) buffer led to a final purity and recovery of 100 and 85%, respectively. Based on this, the process was simplified and optimized for pilot-scale purification by selective binding of β-lactoglobulin (β-Lg). Batchwise expanded bed AIEX using a column with 5 L of Q Sepharose matrix was performed. Pure α-La was obtained in the run through buffer. In the end, 1100 g of holo form α-La was obtained with a purity of 97.4% in protein and a recovery of 80%, calculated based on the protein detectable in reversed phase high-performance liquid chromatography (RP-HPLC). Thus, by combining AIEX and UF, heating was avoided allowing production of α-La in kilo-scale with high purity and recovery from αWPC with a minimum volume of buffer solutions.