Milk contains active molecules with important functional properties as the defensive proteins; among them are the whey protein lactoferrin and proteins of the milk fat globule membrane (MFGM) present in buttermilk. The aim of this study has been to investigate the effect of lactoferrin, whey and buttermilk as modulators of intestinal innate immunity and oxidative stress on intestinal epithelial cells, to evaluate its potential use for the development of functional foods. Innate immune Toll-like receptors (TLR2, TLR4, and TLR9) mRNA expression, lipid peroxidation (MDA+4-HDA) and protein carbonyl levels were analyzed in enterocyte-like Caco-2/TC7 cells treated for 24 hours with different concentrations of lactoferrin, whey or buttermilk. None of the substances analyzed caused oxidative damage; however, whey significantly decreased the levels of lipid peroxidation. Furthermore, both lactoferrin and whey were able to reduce the oxidative stress induced by lipopolysaccharide. Respect to TLR receptors, lactoferrin, whey and buttermilk specifically altered the expression of TLR2, TLR4 and TLR9 receptors, with a strong decrease in TLR4 expression. These results suggest that lactoferrin, whey and buttermilk could be interesting potential ingredients for functional foods as they seem to modulate oxidative stress and inflammatory response induced by TLRs activation.