The conjugation reaction of electrospun fibers of a mixture of whey protein isolate (WPI) and dextran using different molecular weights (40, 70, and 100 kDa) and mixing ratios was studied. This study includes the electrospinnability of a mixture of WPI and dextran, and the conjugation reaction between them via the initial stage of the Maillard reaction. The WPI-dextran fibers were characterized using optical and transmission electron microscopy. The covalent attachment of dextran to WPI was confirmed using sodium-dodecyl-sulfate-polyacrylamide gel-electrophoresis with protein and glycoprotein staining. Both 70 and 100 kDa of dextran and WPI at mixing ratios of 2:1 and 3:1 in phosphate buffer (30 mM, pH 6.5) were electrospun using needleless electrospinning. The solution concentration of the mixture was 50 wt% (33.3/37.5 wt% for dextran/16.5/12.5 wt% for WPI). The optimal conjugation conditions chosen from the experiments were a mixture of dextran (70 kDa)-WPI at 3:1 (75% relative humidity, 60 °C, 48 h).