Our objective was to perform a genome-wide association study for content in bovine milk of α(S1)-casein (α(S1)-CN), α(S2)-casein (α(S2)-CN), β-casein (β-CN), κ-casein (κ-CN), α-lactalbumin (α-LA), β-lactoglobulin (β-LG), casein index, protein percentage, and protein yield using a 50K single nucleotide polymorphism (SNP) chip. In total, 1,713 Dutch Holstein-Friesian cows were genotyped for 50,228 SNP and a 2-step association study was performed. The first step involved a general linear model and the second step used a mixed model accounting for all family relationships. Associations with milk protein content and composition were detected on 20 bovine autosomes. The main genomic regions associated with milk protein composition or protein percentage were found on chromosomes 5, 6, 11, and 14. The number of chromosomal regions showing significant (false discovery rate <0.01) effects ranged from 3 for β-CN and 3 for β-LG to 12 for α(S2)-CN. A genomic region on Bos taurus autosome (BTA) 6 was significantly associated with all 6 major milk proteins, and a genomic region on BTA 11 was significantly associated with the 4 caseins and β-LG. In addition, regions were detected that only showed a significant effect on one of the milk protein fractions: regions on BTA 13 and 22 with effects on α(S1)-CN; regions on BTA 1, 9, 10, 17, 19, and 28 with effects on α(S2)-CN; a region on BTA 6 with an effect on β-CN; regions on BTA 13 and 21 with effects on κ-CN; regions on BTA 1, 5, 9, 16, 17, and 26 with effects on α-LA; and a region on BTA 24 with an effect on β-LG. The proportion of genetic variance explained by the SNP showing the strongest association in each of these genomic regions ranged from <1% for α(S1)-CN on BTA 22 to almost 100% for casein index on BTA 11. Variation associated with regions on BTA 6, 11, and 14 could in large part but not completely be explained by known protein variants of β-CN (BTA 6), κ-CN (BTA 6), and β-LG (BTA 11) or DGAT1 variants (BTA 14). Our results indicate 3 regions with major effects on milk protein composition, in addition to several regions with smaller effects involved in the regulation of milk protein composition.