Alpha-lactalbumin (α-La) is a crucial active component in whey protein. It would be mixed with edible azo pigments during processing. Spectroscopic analyses and computer simulations were used here to characterize the interaction between acid red 27 (C27) /acidic red B (FB) and α-La. Fluorescence, thermodynamics, and energy transfer showed the binding mechanism is a static quenching with a medium affinity. This binding process occurred spontaneously and was mainly driven by hydrophobic forces. Conformation analysis showed FB led to a greater change in the secondary structure of α-La compared with C27. C27 increased and FB decreased the surface hydrophobicity of α-La. The spatial structures of complexes were visualized with computer aid. The azo colorant binds to α-La easily and deeply with a smaller space volume and dipole moment and thereby affecting the α-La conformation and functionality. This study provides a theoretical basis for the application of edible azo pigments.