Τhis study investigates the ability of whey proteins, which were pre-treated with ethanol (0–70%) and subjected tothermal treatment (70 °C for 60 min), to form thermo-reversible gels after removing the alcohol through freeze-drying. The ethanol-free gels were monitored by means of rheology and confocal laser scanning microscopy. Moreover, the role of ethanol during heating of whey proteins was investigated by UV difference spectroscopy. The results showed a retention of the denatured character (30–35%) of whey proteins after removal of ethanol, regardless of whether heating was applied. Intermolecular disulfide connections increased in whey protein solutions pretreated with 30 and 50% w/w ethanol. The determination of free –SH groups demonstrated that their number was increased by heating in the presence of ethanol and after ethanol's removal. Dynamic rheological measurements showed that ethanol-free gels, previously heated with 50% w/w ethanol, formed thermo-reversible gels upon cooling to 5 °C and exhibited significantly higher storage modulus values (G’∼300 Pa) than the counterparts without pretreatment of the proteins with ethanol (G’ = 0.0002 Pa). Generally, the partial retention of the denaturing effect of ethanol on whey proteins after its removal and their ability to form thermo-reversible gels could lead to new applications in the food and pharmaceutical industries.