This study investigated the effect of pre-exercise α-lactalbumin ingestion on subsequent endurance exercise performance, muscle pain and mood states. In a two-stage cross-over counterbalance design, eleven male endurance runners (age: 31 (se 2) years, height: 169·5 (se 4·4) cm, weight: 63·6 (se 5·1) kg, V̇O2max: 58·8 (se 6·3) ml/kg per min) consumed two solutions (carbohydrate+α-lactalbumin, CA; carbohydrate+whey protein isolate, CW) 2 h before a self-paced 21-km run. Creatine kinase, IL-6, muscle pain, pressure pain threshold (PPT) and mood states were assessed 2 h before exercise, immediately before exercise (Pre-ex0) and immediately after exercise (Post-ex0). No difference was found in 21-km running performance between two trials (CA v. CW: 115·85 (se 5·20) v. 118·85 (se 5·51) min, P=0·48). Compared with CW, CA led to higher PPT at Pre-ex0 (41·77 (se 2·27) v. 35·56 (se 2·10) N/cm2, P<0·01) and Post-ex0 (38·76 (se 3·23) v. 35·30 (se 3·55) N/cm2, P=0·047). Compared with CW, CA reduced the feeling of fatigue at Post-ex0 (P<0·01); CA also reduced salivary cortisol levels at Post-ex0 (0·72 (se 0·07) v. 0·83 (se 0·13) ng/ml, P<0·01). In conclusion, the ingestion of α-lactalbumin did not improve the 21-km time-trial performance. However, compared with the pre-exercise ingestion of whey protein, that of α-lactalbumin led to superior results during similar levels of endurance exercise: it elevated PPT and reduced the feeling of fatigue and the cortisol levels.