Ultrafiltration (UF) is largely used in the dairy industry to generate milk and whey protein concentrate for standardization of milk or production of dairy ingredients. Recently, it was demonstrated that high hydrostatic pressure (HHP) extended the shelf life of milk and improved rennet coagulation and cheese yield. Pressurization also modified casein micelle size distribution and promoted aggregation of whey proteins. These changes are likely to affect UF performance. Consequently, this study determined the effect of skim milk pressurization (300 and 600 MPa, 5 min) on UF performance in terms of permeate flux decline and fouling. The effect of HHP on milk proteins was first studied and UF was performed in total recycle mode at different transmembrane pressures to determine optimal UF operational parameters and to evaluate the effect of pressurization on critical and limiting fluxes. Ultrafiltration was also performed in concentration mode at a transmembrane pressure of 345 kPa for 130 or 140 min to evaluate the decline of permeate flux and to determine fouling resistances. It was observed that average casein micelle size decreased by 32 and 38%, whereas β-lactoglobulin denaturation reached 30 and 70% at 300 and 600 MPa, respectively. These results were directly related to UF performance because initial permeate fluxes in total recycle mode decreased by 25% at 300 and 600 MPa compared with nonpressurized milk, critical flux, and limiting flux, which were lower during UF of milk treated with HHP. During UF in concentration mode, initial permeate fluxes were 30% lower at 300 and 600 MPa compared with the control, but the total flux decline was higher for nonpressurized milk (62%) compared with pressure-treated milk (30%). Fouling resistances were similar, whatever the treatment, except at 600 MPa where irreversible fouling was higher. Characterization of the fouling layer showed that caseins and β-lactoglobulin were mainly involved in membrane fouling after UF of pressure-treated milk. Our results demonstrate that HHP treatment of skim milk drastically decreased UF performance.