Summary Whey proteins are of great nutritional and technological interest and their addition to bakery products can provide an increase in quality parameters such as texture, flavour and colour. In this study, four formulations were elaborated containing 0%, 10%, 20% and 30% of whey proteins. The physicochemical assessment included weight, height, volume, density, colour, hardness and centesimal and amino acid analysis. The sensory analysis included an affective test and buying intention. Height and volume after baking increased according to the amount of whey proteins added, while post‐baking density decreased. Whey protein added to cakes presented a protein increase higher than 50% when compared to the standard one. There was also a progressive increase in amino acids as quantities of whey proteins were added. The sensory showed a difference only in the 30% whey protein added cake, which proved to be less promising when compared to the other samples.