Analysis of organic residues is one of the emerging new research methods in international archaeometry, of which protein analysis is an important part. The proteomic method, which has become increasingly important internationally, has unique advantages in residue analysis. The Xiao-He graveyard in Lop Nur of Xinjiang province is dated back to 3500-4000 years old. Brown granular residues are always found in excavated grass baskets. First, infrared spectroscopy was used to analyze one brown granular residue in a grass basket from tomb number 13. This technique revealed a high protein content. Then the residue was extracted and analyzed using proteomic methods. Bovine casein, bovine immunoglobulin and bovine β-lactoglobulin were identified, which indicated the residues probably came from a milk product. It should be noted that this was the earliest evidence for a milk product in China and suggests that milk was an important component of ancestors'' diet in Xiao-He. This study also showed that the proteomic method has high sensitivity, requiring only small amount of samples, and that it can be used widely for the analysis of ancient residues.