The drying of milk concentrate droplets usually leads to specific particle morphology influencing their properties and their functionality. Understanding how the final shape of the particle is formed therefore represents a key issue for industrial applications. In this study, a new approach to the investigation of droplet–particle conversion is proposed. A single droplet of concentrated globular proteins extracted from milk was deposited onto a hydrophobic substrate and placed in a dry environment. Complementary methods (high-speed camera, confocal microscopy, and microbalance) were used to record the drying behavior of the concentrated protein droplets. Our results showed that whatever the initial concentration, particle formation included three dynamic stages clearly defined by the loss of mass and the evolution of the internal and external shapes of the droplet. A new and reproducible particle shape was related in this study. It was observed after drying a smooth, hemispherical cap-shaped particle, including a uniform protein shell and the nucleation of an internal vacuole. The particle morphology was strongly influenced by the drying environment, the contact angle, and the initial protein concentration, all of which governed the duration of the droplet shrinkage, the degree of buckling, and the shell thickness. These results are discussed in terms of specific protein behaviors in forming a predictable and a characteristic particle shape. The way the shell is formed may be the starting point in shaping particle distortion and thus represents a potential means of tuning the particle morphology.