Arterial stiffness, blood pressure (BP) and blood lipids may be improved by milk in adults and the effects may be mediated via proteins. However, limited is known about the effects of milk proteins on central aortic BP and no studies have examined the effects in children. Therefore, the present trial examined the effect of milk and milk proteins on brachial and central aortic BP, blood lipids, inflammation and arterial stiffness in overweight adolescents. A randomised controlled trial was conducted in 193 overweight adolescents aged 12–15 years. They were randomly assigned to drink 1 litre of water, skimmed milk, whey or casein for 12 weeks. The milk-based test drinks contained 35 g protein/l. The effects were compared with the water group and a pretest control group consisting of thirty-two of the adolescents followed 12 weeks before the start of the intervention. Outcomes were brachial and central aortic BP, pulse wave velocity and augmentation index, serum C-reactive protein and blood lipids. Brachial and central aortic diastolic BP (DBP) decreased by 2·7% (P = 0·036) and 2·6 % (P = 0·048), respectively, within the casein group and the changes were significantly different from those of the pretest control group (P = 0·040 and P = 0·034, respectively). There was a significant increase in central aortic DBP, and in brachial and central systolic BP in the whey group compared with the water group (P = 0·003, P = 0·009 and P = 0·002, respectively). There were no changes in measures of arterial stiffness or blood lipid concentrations. A high intake of casein improves DBP in overweight adolescents. Thus, casein may be beneficial for younger overweight subjects in terms of reducing the long-term risk of CVD. In contrast, whey protein seems to increase BP compared with drinking water; however, water may be considered an active control group.