Pressure‐driven membrane filtration is a widely used method to separate casein micelles (CM) from smaller components in milk. The structure of CM attached on the membrane has been investigated because in such a deposited state they reduce the performance of the filtration process. Scattering experiments with nano‐ and micrometre sized X‐ray beams and a filtration setup with silicon micro‐sieves as membranes were used. Grazing‐incidence small‐angle X‐ray scattering (GISAXS) experiments above porous regions of the micro‐sieves show that spherical CM become stretched in the direction of the filtration flow. The one‐dimensional scattering functions extracted from the two‐dimensional GISAXS patterns were analyzed by a single ellipsoidal form factor fit. According to the model, CM assume a prolate ellipsoidal shape at a trans‐membrane pressure of Δp = 400 mbar (1 mbar = 100 Pa). With increasing trans‐membrane pressure, the shape of the CM undergoes a transition towards an oblate structure between 400 and 600 mbar. Small‐angle X‐ray scattering experiments with a 200 nm beam allow for transmission experiments on CM in a single pore of the micro‐sieve. Typical characteristics of the internal structure could not be identified in the scattering functions of CM subjected to filtration forces.