Whey protein isolate (WPI) is considered a dietary solution to obesity. However, the exact mechanism of WPI action is still poorly understood but is probably connected to its beneficial effect on energy balance, adiposity, and metabolism. More recently its ability to modulate the gut microbiota has received increasing attention. Here, we used a microbiota depletion, by antibiotic cocktail (ABX) administration, to investigate if the gut microbiota mediates the physiological and metabolic changes observed during high‐fat diet (HFD)‐WPI consumption. C57BL/6J mice received a HFD containing WPI (HFD‐WPI) or the control non‐whey milk protein casein (HFD‐CAS) for 5 or 10 weeks. HFD‐fed mice supplemented with WPI showed reduced body weight gain, adiposity, Ob gene expression level in the epidydimal adipose tissue (eWAT) and plasma leptin relative to HFD‐CAS‐fed mice, after 5‐ or 10‐weeks intervention both with or without ABX treatment. Following 10‐weeks intervention, ABX and WPI had an additive effect in lowering adiposity and leptin availability. HFD‐WPI‐fed mice showed a decrease in the expression of genes encoding pro‐inflammatory markers (MCP‐1, TNFα and CD68) within the ileum and eWAT, compared to HFD‐CAS‐fed mice, without showing alterations following microbiota depletion. Additionally, WPI supplementation decreased HFD‐induced intestinal permeability disruption in the distal ileum; an effect that was reversed by chronic ABX treatment. In summary, WPI reverses the effects of HFD on metabolic and physiological functions through mainly microbiota‐independent mechanisms. Moreover, we demonstrate a protective effect of WPI on HFD‐induced inflammation and ileal permeability disruption, with the latter being reversed by gut microbiota depletion.