The knowledge on spray drying of whey has significantly changed during the last 20 years. Industries started to apply more technical and scientific information for whey powder production. The main problems in whey powder are: sticking and caking during production and storage, which lead to decrease of the yield. These problems are based on the control of the glassy state during the dehydration process and storage. Due to the importance of the glass transition, spray drying parameters should be adjusted to improve whey powder production. This review highlights the scientific research that deal with the impact of these factors on spray drying of whey. To conclude, in order to improve the spray drying of whey the industries should: apply thermohygrometers to measure the air properties; to stablish the relation between water activity and outlet air relative humidity; and to adjust spray drying parameters based on the properties of the air and whey.