The aim of this study was to evaluate the potential of using membrane processing such as microfiltration and ultrafiltration to concentrate TGF-β2 and IGF-I from milk and whey. Cheese wheys were obtained from Cheddar and Mozzarella cheeses made from pasteurized or thermized milk. Microfiltered or unheated whey (MF-whey) obtained by microfiltration of raw skim milk was used as control. Important losses of TGF-β2 were observed during clarification of pasteurized cheese wheys by microfiltration using a 1.4 μm pore size membrane. The ratio of IGF-I/TGF-β2 decreased from >3500 to 17 upon concentration of cheese whey by ultrafiltration (UF) and diafiltration (DF). UF concentration of MF-whey showed an increased concentration of TGF-β2 by a 13× factor. Lymphocyte proliferations increased upon MF/UF concentration and reached 25.5% inhibition at a 100 μg/mL concentration for MF-WPI, whereas a maximum of 8.5% of lymphocyte proliferation's inhibition was observed for cheese-WPI. Our results suggest that that UF/DF concentration of MF-whey may be a suitable method to prepare whey protein isolates enriched in TGF-β2 and IGF-I.