Odor-active volatile sulfur compounds are formed in heated food protein systems. In the present study, hydrogen sulfide (H2S) was found to be the most abundant sulfur volatile in whey protein solutions (whey protein isolate [WPI], a whey model system and single whey proteins) by gas chromatography-flame photometric detector (GC-FPD) analysis after heat treatments (60–90 °C for 10 min, 90 °C for 120 min and UHT-like treatment). H2S was detected in WPI after heating at 90 °C for 10 min, and was significantly increased at higher heat load (90 °C for 120 min and the UHT-like treatment). Site-specific LC-MS/MS-based proteomic analysis was conducted, monitoring desulfurization reactions in these protein systems to investigate the mechanism of H2S formation in heated WPI. Cysteine residues from beta-lactoglobulin were found to be responsible for the formation of H2S in heated WPI, presumably via beta-elimination.