In this study, our primary objective was to develop an effective analytical method for studying trypsin-digested peptides of two proteins commonly found in cow's milk: β-casein (βCN) and β-lactoglobulin (βLG). To achieve this, we employed two distinct approaches: traditional in-gel protein digestion and protein digestion using immobilized enzyme microreactors (μ-IMER). Both methods utilized ZipTip pipette tips filled with C18 reverse phase media for sample concentration. The μ-IMER was fabricated through a multi-step process that included preconditioning the capillary, modifying its surface, synthesizing a monolithic support, and further surface modification. Its performance was evaluated under HPLC chromatography conditions using a small-molecule trypsin substrate (BAEE). Hydrolysates from both digestion methods were analyzed using MALDI-TOF MS. Our findings indicate that the μ-IMER method demonstrated superior sequence coverage for oxidized molecules in βCN (33 ± 1.5%) and βLG (65 ± 3%) compared to classical in-gel digestion (20 ± 2% for βCN; 49 ± 2% for βLG). The use of ZipTips further improved sequence coverage in both classical in-gel digestion (26 ± 1% for βCN; 60 ± 4% for βLG) and μ-IMER (41 ± 3% for βCN; 80 ± 5% for βLG). Additionally, phosphorylations were identified. For βCN, no phosphorylation was detected using classical digestion, but the use of ZipTips showed a value of 27 ± 4%. With μ-IMER and μ-IMER–ZipTip, the values increased to 30 ± 2% and 33 ± 1%, respectively. For βLG, the use of ZipTip enabled the detection of a higher percentage of modified peptides in both classical (79 ± 2%) and μ-IMER (79 ± 4%) digestions. By providing a comprehensive comparison of traditional in-gel digestion and μ-IMER methods, this study offers valuable insights into the advantages and limitations of each approach, particularly in the context of complex biological samples. The findings set a new benchmark in protein digestion and analysis, highlighting the potential of μ-IMER systems for enhanced sequence coverage and post-translational modification detection.