Strategies for production and use of nanomaterials have rapidly moved towards safety and sustainability. Beyond these requirements, the novel routes must prove to be able to preserve and even improve the performance of the resulting nanomaterials. Increasing demand of high-performance nanomaterials is mostly related to electronic components, solar energy harvesting devices, pharmaceutical industries, biosensors, and photocatalysis. Among nanomaterials, Zinc oxide (ZnO) is of special interest, mainly due to its environmental compatibility and vast myriad of possibilities related to the tuning and the enhancement of ZnO properties. Doping plays a crucial role in this scenario. In this work we report and discuss the properties of undoped ZnO as well as lanthanide (Eu, Tb, and La)-doped ZnO nanoparticles obtained by using whey, a by-product of milk processing, as a chelating agent, without using citrate nor any other chelators. The route showed to be very effective and feasible for the affordable large-scale production of both pristine and doped ZnO nanoparticles in powder form.