Previous studies have shown effects of high-protein diets, especially whey protein, on energy expenditure and satiety, yet a possible distinction between the effects of whey or α-lactalbumin has not been made. The present study assessed the effects of the addition of total whey protein (whey) or caseinomacropeptide-depleted α-lactalbumin-enriched whey protein (α-lac) to a breakfast yoghurt drink on energy expenditure and appetite suppression in human subjects. A total of eighteen females and seventeen males (aged 20·9 (sd 1·9) years; BMI 23·0 (sd 2·1) kg/m2) participated in an experiment with a randomised, three-arm, cross-over design where diet-induced energy expenditure, respiratory quotient and satiety were measured. Breakfasts were isoenergetic and subject-specific: a normal-protein (NP) breakfast consisting of whole milk (15, 47 and 38 % energy from protein, carbohydrate and fat, respectively), a high-protein (HP) breakfast with additional whey or a HP breakfast containing α-lac (41, 47 and 12 % energy from protein, carbohydrate and fat, respectively). Resting energy expenditure did not differ between the three conditions. HP breakfasts (area under the curve: whey, 217·1 (se 10·0) kJ × 4 h; α-lac, 234·3 (se 11·6) kJ × 4 h; P < 0·05) increased diet-induced thermogenesis more compared with a NP yoghurt at breakfast (179·7 (se 10·9) kJ × 4 h; P < 0·05). Hunger and desire to eat were significantly more suppressed after α-lac (hunger, − 6627 (se 823); desire to eat, − 6750 (se 805) mm visual analogue scale (VAS) × 4 h; P < 0·05) than after the whey HP breakfast (hunger, − 5448 (se 913); desire to eat, − 5070 (se 873) mm VAS × 4 h; P < 0·05). After the HP breakfasts, a positive protein balance occurred (α-lac, 0·35 (sd 0·18) MJ/4 h; whey, 0·37 (sd 0·20) MJ/4 h; P < 0·001); after the NP breakfast a positive fat balance occurred (1·03 (sd 0·29) MJ/4 h; P < 0·001). In conclusion, consumption of a breakfast yoghurt drink with added whey or α-lac increased energy expenditure, protein balance and decreased fat balance compared with a NP breakfast. The α-lac-enriched yoghurt drink suppressed hunger and the desire to eat more than the whey-enriched yoghurt drink.