The results of experimental investigation of the separation of milk whey with the use of OPMN-P nanofiltration membranes (Vladipor, Russia) at pressures of 1.6-6 MPa are presented. A dead-end membrane cell has been used for the experiments. Both the whole whey (without pretreatment) and the whey after microfiltration alone or micro- and ultrafiltration have been subjected to separation. It has been shown that the working pressure range of OPMN-P membranes can be extended from 1.6 to 5 MPa. The highest specific productivity and selectivity for lactose have been observed during the separation of whey ultrafiltration permeates. The presence of residual fats and proteins in the whey reduces the specific productivity. On the basis of calculation of the specific energy consumption, it has been concluded that a high pressure (5 MPa) is useful only for separation of whey ultrafiltration permeates.