This study investigated the impact of whey protein isolate (WPI) addition on the dry heat modification of corn (CS) and wheat starch (WS). Starches were treated under dry heating conditions at 130 °C for 2 and 4 h. The physicochemical and structural properties of the modified starches, such as color, particle size, thermal behavior (DSC), crystalline structure (XRD), and surface morphology (SEM), were analyzed. The results show that adding WPI significantly altered the gelatinization properties, surface morphology, and crystalline structure of both starches. DSC indicated that the gelatinization properties of starch/WPI mixtures varied, with corn starch showing a decreased gelatinization temperature and increased enthalpy, whereas wheat starch exhibited a more complex response, likely due to different structural changes. The XRD and FTIR results revealed WPI-enhanced crystallinity and structural changes, highlighting WPI-induced aggregation. Wheat starch, in particular, exhibited stronger interactions with WPI than corn starch, as evidenced by the accumulation patterns in the SEM images. The oil-binding capacity of native starches increased with dry heating and WPI addition, suggesting an improved hydrophobicity of starch granules. Dry heating and WPI addition significantly altered starch properties, highlighting the potential of thermal modulation to enhance starch–protein systems for targeted food applications.