α-Lactalbumin (α-LA) is a key commercial whey protein for nutritional purposes. The holo protein (calcium saturated) is considered the most heat stable whey protein, capable of refolding from unfolded states under many conditions. This is due to the absence of free thiols (cysteine residues) that are typically involved in thermal aggregation and thiol–disulphide exchange reactions of other whey proteins. Heating (0–120 min at 90 °C, pH 7.0) holo α-LA generates free thiols through thermal cleavage of disulphide bonds, resulting in aggregates comprising unfolded α-LA species. The addition of free cysteine promotes the formation of soluble aggregates, effectively decreasing the holding time required to reach a particular aggregate size in a dose-dependent manner (0.35–1.4 mM cysteine). Excess cysteine (≥14 mM) causes a destabilisation of α-LA, shown by decreased denaturation temperature and gel formation. These data indicate that low doses of cysteine can be used to control α-LA aggregation.