In the dairy industry, the ultrafiltration process is widely used for the fractionation of skimmed milk. One of the main limitations of the membrane separation performance is the accumulation of matter at the membrane surface. Consequently, it is of capital interest to understand the mechanisms of deposit formation, its structural arrangement and its rheological behavior in order to be able to predict its apparition, to control and to reduce its effects. In the case of skimmed milk, an important aspect need to be considered is the structure of casein micelles itself, which are primarily aggregates consisting of caseins (main proteins of milk) and minerals. In this work, the stability and mechanism underlying the formation of deposits of casein micelles during ultrafiltration process were investigated by small-angle and ultra small-angle X-ray scattering (SAXS and USAXS). The casein micelle dispersions consisted of low heated milk and native phospho-caseinate model powders and the measurements probed length scales ranging from 1 to 2000 nm. Rheometric and frontal filtration measurements were combined with SAXS to establish the relationship between the rheological behavior of deposits (shear and/or compression) and the corresponding microstructure. The results revealed two characteristic length scales for the equilibrium structure with radius of gyrations Rg, about 100 nm and 5.6 nm pertaining to the globular micelles and their non-globular internal structure, respectively. Under shear flow, the larger globular structure is stable even at Peclet number (~4) but shows considerable shear thinning behavior. In-situ scattering measurements showed that the decrease of permeation flows is directly related to the deformation and compression of the micelles in the immediate vicinity of the membrane. From absolute SAXS intensities, the concentration of the micelles in the deposit can be deduced reliably.