Display omitted •Lf and whey proteins are good candidates as antiviral and immunomodulatory drugs.•Lf exerts anti-SARS-CoV-2 activity in vitro, supporting evidence from in silico studies.•The combination of Lf with antiviral drugs improve recovery in COVID-19 patients.•A few clinical trials suggest that Lf help to prevent and treat COVID-19. Native and chemically modified whey proteins and their peptide derivatives are encountering the interest of nutraceutical and pharmaceutical industries, due to the numerous properties, ranging from antimicrobial to immunological and antitumorigenic, that result in the possibility to employ milk and its protein components in a wide range of treatment and prevention strategies. Importantly, whey proteins were found to exert antiviral actions against different enveloped and non-enveloped viruses. Recently, the scientific community is focusing on these proteins, especially lactoferrin, since in vitro studies have demonstrated that they exert an important antiviral activity also against SARS-CoV-2. Up-to date, several studies are investigating the efficacy of lactoferrin and other whey proteins in vivo. Aim of this review is to shed light on the most relevant findings concerning the antiviral properties of whey proteins and their potential applications in human health, focussing on their application in prevention and treatment of SARS-CoV-2 infection.