The main whey allergenic proteins in bovine milk are α-lactalbumin (BLA) and β-lactoglobulin (BLG). When people consume bovine milk, BLA and BLG bind to C18 unsaturated fatty acids (UFA) in the matrix and form fatty acid-milk protein complexes. In this study, we explored the digestive stability of fatty acid-milk protein complexes by simulating infant and adult gastrointestinal digestion conditions and assessed the effects of C18 UFA on milk protein allergenicity. Our findings revealed that the optimal pH digestion for milk proteins in infants and adults was pH 3.0 and pH 2.0, respectively. The tricine-SDS-PAGE and IgE-binding capacity results revealed that the complexes were not easily degraded during digestion resistance, and the digestion products had strong IgE-binding capacity. Therefore, C18 UFA make milk proteins resistant to digestion, thereby increasing their allergenicity.