A shear-enhanced filtration process with ultra filtration (UF) for the concentration of milk was investigated to recycle nutrients and produce cheese. Full recycling experiments were utilized to study the influence of operation conditions (rotating speed, transmembrane pressure (TMP), and membrane types) on separation performance, flux behavior, energy cost, and permeability recovery in membrane cleaning. Then, extreme hydraulic conditions (2500 rpm, 6 bar, and a 10 kDa P010P membrane) were selected to concentrate skim milk, whole milk, and dairy factory whole milk. Four Hermia blocking models were utilized to explain the membrane fouling mechanism and estimate the degree of pore blocking. The retentate solution of dairy factory whole milk was utilized for lactic fermentation and making cheese by adding two kinds of fermentation agents FD-DVS YF-L903 and yogurt. However, these cheeses had a lower nutritional value than traditional cheeses due to a long concentration time, high operating temperature, and low concentration. Other strategies should be used to enhance flux behavior, reduce membrane fouling, and shorten concentration time.