Casein micelles (CMs) contribute to the physicochemical properties and stability of milk. However, how the proteome of CMs changes following heat treatment has not been elucidated. Here, changes in the proteins of CMs in samples of Holstein, buffalo, yak, goat, and camel milk following heat treatment were investigated using a LC-MS/MS approach. According to the hierarchical clustering results, Holstein, yak, and buffalo milk samples had similar CMs protein components, followed by goat and camel milk samples. Changes in lipoprotein lipase and α-lactalbumin in CMs were dependent on the intensity of heat treatment and were similar among the studied species, whereas changes in κ-casein, lactoferrin, and apolipoprotein A-I differed among different types of milk. These results provide information on the distribution and variations of the proteomes of CMs following heat treatment, which will assist in the identification of proteins that are dissociated and attached to CMs from different dairy species during heat treatment.