This study investigated the effects of the casein to whey proteins (CW) ratio in milk on body composition, muscle strength, and endurance exercise capacity in rats. Thirty rats were assigned into five groups, and each treatment was administered for eight weeks: (1) control (isocaloric lactose supplementation), (2) CW8:2 (regular milk), (3) CW6:4, (4) CW5:5, and (5) nitrogen-free (lactose). The milk concentration was converted from a human equivalent dose (400 mL/60 kg body weight/day). All the milk-administered groups showed significantly greater growth performance, including body weight and weight gain compared to the isocaloric lactose control (p < 0.05). However, different CW ratios in milk had no effect on growth performance. Additionally, body composition, i.e., lean body mass and adiposity, was not affected by the CW ratio. Interestingly, CW6:4 and CW5:5 had significantly higher plasma branched-chain amino acids concentrations than control and CW8:2 (p < 0.05). In addition, CW5:5 showed significantly increased grip strength by 12–24% and time to exhaustion by 8–62% compared to the other groups (p < 0.05), indicating that the higher whey proteins ratio improved physical performance. We concluded that whey proteins-fortified milk enhances muscle strength and endurance exercise capacity without altering lean mass in rats.