Whey protein hydrolysate (WPH) has been shown to have a variety of bioactivities. This study aimed to investigate the preventive effect of WPH on dextran sodium sulfate (DSS)-induced colitis in C57BL/6J mice. The results indicated that WPH intervention for 37 days was effective in delaying the development of colonic inflammation, and high doses of WPH significantly inhibited weight loss (9.16%, n = 8, p < 0.05), protected the colonic mucosal layer, and significantly reduced the levels of inflammatory factors TNF-α, IL-6, and IL-1β in mice with colitis (n = 8, p < 0.05). In addition, WPH intervention was able to up-regulate the short-chain fatty acids secretion and restore the gut microbiome imbalance in mice with colitis. Notably, high-dose WPH intervention increased the relative abundance of norank_f_Muribaculaceae by 1.52-fold and decreased the relative abundance of Romboutsia and Enterobacter by 3.77-fold and 2.45-fold, respectively, compared with the Model group. WPH intervention protected colitis mice mainly by reversing the microbiome imbalance and regulating the major histocompatibility complex (MHC) class I pathway. This study showed that WPH has anti-inflammatory activity and a promising colitis management future.