Whether you mix your whey protein with milk or water will be dependent on personal preference and fitness goals. Whey protein mixes with water more easily because it is a low-density liquid compared to milk but this isn’t always necessary to make an enjoyable shake. Mixing your whey isolate with water over milk also means you will reduce the number of calories and fat you consume which can be useful for those on a ketogenic diet or trying to reduce their intake to improve weight loss. On the other hand, mixing your whey protein with milk can help you bulk up if you’re a beginner or looking to build muscle mass.