The effect of Cassia gum galactomannan on the thermal gelation of a whey protein isolate (WPI) at 80 °C has been monitored by rheological dynamic measurements at fixed frequency and the mechanical spectra of the gels have been recorded at 80 °C and after quenching to 20 °C. The mechanical spectra were analysed quantitatively by fitting a Cole–Cole model to the storage and loss compliance versus frequency data. The concentration of WPI was 110 g/l and that of Cassia gum varied from 0 to 11 g/l. At low concentration, the presence of the galactomannan enhanced the aggregation rate and the strength of the protein gel but did not modify intrinsically the gelation process and the structure of the system. At higher galactomannan concentrations, the gels displayed substantially lower moduli values and the shape of the mechanical spectra was modified. This was tentatively interpreted as the consequence of a depletion-induced liquid–liquid phase separation occurring during the course of the aggregation process, responsible for the downturn observed on the loss modulus versus time curves monitored at 80 °C.