Goat milk proteins are unique in their nutritional and functional properties and have become increasingly popular in recent years. A variety of methods have been studied for extracting and isolating these proteins, with coprecipitation being a particularly effective approach. Compared to cow milk proteins, goat milk proteins contain higher levels of certain amino acids such as tryptophan and cysteine, while maintaining similar nutritional properties. Additionally, they have superior functional properties, including better emulsifying and foaming properties, which make them an attractive option for developing new food products. Research has shown that goat milk proteins have several health benefits, including immunomodulatory effects, allergy management, anti‐inflammatory, and antioxidant effects, as well as antimicrobial and anticancer properties. They have the potential to be used as a treatment for autoimmune diseases, allergies, and other immune system disorders due to their ability to modulate the production of cytokines and other immune system components. Furthermore, their antimicrobial properties can help prevent the growth of harmful bacteria and reduce the risk of infection. Future research will focus on the potential of goat milk proteins as a functional food ingredient, their effects on gut health and microbiota, and their therapeutic potential for various health conditions. This research may lead to the development of new functional foods that promote health and prevent disease, and potentially pave the way for the use of goat milk proteins as a therapeutic agent for various health conditions.