Bioactive components are of great interest to researchers because of their excellent efficacy in health regulation and disease prevention. However， their bioavailability is low and easily affected by environmental conditions， limiting their application scope. The nano-delivery system has become one of the effective ways to embed bioactive components and improve their bioavailability. The nano-delivery system based on whey protein stands out among many nano-delivery systems because of its excellent functional characteristics， the advantages of loading bioactive components and achieving controlled release to improve their bioavailability and stability. This paper reviewed the composition and functional properties of whey protein， summarized the types of whey protein-based nano-delivery systems， including nano-emulsion， multi-emulsion， emulsion gels， self-assembly， and nanoparticles， and summarized the application status of these methods for delivering bioactive components. At the same time， the application status of relevant delivery systems was summarized， and the existing problems and future research directions in this research field were summarized， which provided a reference for subsequent research to improve the stability and loading rate of whey protein carriers and expand their application fields.