The aim of this study was to perform genome-wide associations (GWAS) and gene-set enrichment analyses with protein composition and cheesemaking-related latent variables (factors; F) in a cohort of 1,011 Italian Brown Swiss cows. Factor analysis was applied to identify latent structures of 26 phenotypes related to bovine milk quantity and quality, protein fractions [α-, α-, β-, and κ-casein (CN), β-lactoglobulin, and α-lactalbumin (α-LA)], coagulation and curd firming at time t (CF) measures, and cheese properties [cheese yield (%CY) and nutrients recovery in the curd] of individual cows. Ten orthogonal F were extracted, explaining 74% of the original variability. Factor 1 underlined the %CY characteristics, F2 was related to the CF process parameters, F3 was considered as descriptor of milk and solids yield, whereas F4 underscored the presence of nitrogenous compounds (N) into the cheese. Four more F were related to the milk caseins (F5, F7, F8, and F9) and 1 F was linked to the whey protein (F10); 1 F underlined the udder health status (F6). All cows were genotyped with the Illumina BovineSNP50 Bead Chip v.2 (Illumina Inc., San Diego, CA). Single marker regression GWAS were fitted. Gene-set enrichment analysis was run on GWAS results, using the Gene Ontology and Kyoto Encyclopedia of Genes and Genomes pathway databases, to reveal ontologies or pathways associated with the F. All F but F3 showed significance in GWAS. Signals in 10 Bos taurus autosomes (BTA) were detected. High peaks on BTA6 (∼87 Mbp) were found for F6, F5, and at the tail of BTA11 (∼104 Mbp) for F4. Gene-set enrichment analyses showed significant results (false discovery rate at 5%) for F8, F1, F4, and F10. For F8, 33 Gene Ontology terms and 3 Kyoto Encyclopedia of Genes and Genomes categories were enriched, including terms related to ion transport and homeostasis, neuron function or part, and GnRH signaling pathway. Our results support the feasibility of factor analysis as a dimension reduction technique in genomic studies and evidenced a potential key role of α-CN in milk quality and composition.