Milk is often spray-dried for better preservation, easier handling, and a reduced bulk volume for transportation. An unwanted dominance of fat typically occurs on particle surface, leading to lower solubility, oxidative stability and increase stickiness. Here we used 2 convective drying methods, single droplet drying and spray drying, to understand the mechanisms of component segregation in drying milk droplets. Modified single droplet drying allowed tracking of surface composition at discrete drying times, in addition to changes in temperature, diameter and mass. The fat was observed to accumulate at the surface during droplet generation (surface covered by about 97% wt/wt fat as measured by x-ray photoelectron spectroscopy, for a bulk fat content of 44% wt/wt). The hydrophobic fat shell resulted in less droplet shrinkage and greater resistance to water evaporation compared with a protein-rich shell. Comparison of surface compositions of spray-dried milk particles and their atomized droplets indicated that the atomization stage strongly influenced final surface composition. For instance, milk emulsions with a dry matter bulk composition of 32, 24 and 44% wt/wt in lactose, protein and fat, respectively, resulted in atomized droplets featuring a surface composition with approximately 5, 12 and 83% wt/wt in lactose, protein and fat, which was relatively unchanged after drying (0, 11 and 89% wt/wt in lactose, protein and fat). When the emulsions were modified by addition of λ-carrageenan before spray drying, rheological analysis revealed that the presence of a dispersed fat phase significantly reduced the extensional viscosity (from 26 to 12 mPa·s for a fat content from 0.3 to 31% wt/wt in dry matter), which increased by stabilization with λ-carrageenan (31 mPa·s for 0.3% wt/wt carrageenan). Milk emulsions were least stable against disintegration along the oil/water interface of fat globules under extensional stress and hence preferably broke up during atomization, leading to the observed fat coverage as soon as individual droplets were formed. A numerical model incorporating drying and shrinkage kinetics confirmed that the initial surface composition after droplet generation is not induced by diffusive component segregation, but by the droplet generation process itself.