Enzymatic protein cross-linking is a powerful tool to change protein functionality. For optimal functionality in gel formation, the size of the cross-linked proteins needs to be controlled, prior to heating. In the current study, we addressed the optimization of the horseradish peroxidase-mediated cross-linking of calcium-depleted bovine alpha-lactalbumin. To characterize the formed products, the molecular weight distribution of the cross-linked protein was determined by size exclusion chromatography. At low ionic strength, more dimers of alpha-lactalbumin are formed than at high ionic strength, while the same conversion of monomers is observed. Similarly, at pH 5.9 more higher oligomers are formed than at pH 6.8. This is proposed to be caused by local changes in apo alpha-lactalbumin conformation as indicated by circular dichroism spectroscopy. A gradual supply of hydrogen peroxide improves the yield of cross-linked products and increases the proportion of higher oligomers. In conclusion, this study shows that the size distribution of peroxidase-mediated cross-linked alpha-lactalbumin can be directed toward the protein oligomers desired.