Milk is generally very rich in nutrients and this may lead it to be an ideal growth environment for many microorganisms, including pathogens, so effective measurements aiming to ensure total microbiological safety of milk and minimize the risk to human health are needed. Milk heat treatments are the most common practices carried out to inhibit the microbial growth; therefore it is necessary to have analytical procedures that are more and more up-to-date and capable of detecting the effectiveness of the heat treatments. Most of the reference and official methods to assess heat treatment in milk are based on the evaluation of the modifications of some milk components following the thermal process, such as the determination of enzyme activities (alkaline phosphatase and lactoperoxidase), whey proteins, Maillard reaction compounds (generally furosine), and lactulose. Besides the most common techniques (liquid and gas chromatography, capillary electrophoresis, or spectroscopy) used for the detection of single thermal indicators, new approaches, such as chemometric studies or more recent techniques, including size-exclusion chromatography with online electrospray mass spectrometry or stable isotope ratio mass spectrometry, are discussed in this review in order to evaluate heat treatment in milk.