It is increasingly evident that digestion can affect the biological activity of cheese by the release of new active peptides from their precursors or, on the contrary, giving rise to fragments without activity. The characterization of the peptidome of a Spanish blue cheese, Valdeón, has been conducted before and after gastrointestinal digestion, and the digests have been compared to those obtained from pasteurized skimmed milk powder (SMP) using a bioinformatics platform. Peptidomic profiling of digests revealed several regions that are especially resistant to digestion (among them β-casein 60-93, 128-140, and 193-209). Some of them correspond to well-conserved regions between species (human, cow, sheep, and goat) and include peptide sequences with reported bioactivity. The great peptide homology found between both digests, cheese and SMP, suggests that the gastrointestinal digestion could bring closer the profile of products with different proteolytic state. Although most of the biologically active peptides found in cheese after digestion were also present in SMP digest, there were some exceptions that can be attributed to the absence of the relevant precursor peptide before digestion.