Ceramic membranes possess desirable properties for industrial separation and concentration processes where extreme conditions of heat, pH, ionic strength are present. Ceramic composite membranes consisting of a support and a thin membrane layer with finer pores were prepared in this work. Ceramic supports were prepared from fine alumina and zirconia powders by dry-pressing and slipcasting.These supports were sintered in the 1100-1200°C temperature range.These supports were dip-coated with ceramic sols prepared from zirconium propoxide and aluminium isopropoxide for the preparation of thin layers with finer pores. Average particle sizes of these sols were measured as 3-7 nm for zirconia sol and 30-40 nm for alumina sol by laser scattering technique. The dipcoated membranes were calcined in the 500-600°C temperature range. The thermal characterization of membrane layers was determined with DTA/TGA. The microstructure of the ceramic composite membranes was investigated with SEM. The clean water permeability (CWP) of membranes was tested by using deionised water in a filtration set-up. Separation experiments were performed with bovine serum albumin (BSA, Stokes diameter: 7 nm) solution and whey to determine protein separation capacity of the composite membranes. The CWP of the dry pressed alumina supports heat treated at 1100°C was found to be higher than the permeability of the slip-cast zirconia supports heat treated at 1200°C. The protein retention of the slip-cast zirconia support was detected as 60% with UVVIS spectrophotmeter analysis (Abs. at 280nm). After the modification of the support with dip-coating protein retention of 96% was achieved. Then the composite membranes were used in whey protein concentration experiments. Whey, which is a complex biological liquid, containing proteins, carbohydrate, minerals, was fed to the membrane without any clarification process. The retention of whey proteins with dry-pressed alumina support modified with 1/4 diluted zirconia sol (calcination temperature: 500°C) was found to be 96% with a permeate flux of 40 Lm-2hour-1.