This study investigated the formation of N(ε)-carboxymethyllysine (CML) in two caseinate solutions containing: (1) glucose, (2) lactose, each heated at 120 °C and 130 °C. At both heating temperatures, CML concentration in lactose-caseinate solution was higher than in glucose-caseinate solution. In both solutions, more CML was formed at 130 °C than at 120 °C. Using multiresponse modelling, two degradation routes for the sugars were confirmed: (1) isomerisation of glucose or lactose and subsequent degradation via Lobry de Bruyn-Alberda van Ekenstein (LA) arrangement; (2) the Maillard reaction between the reducing sugar and lysine residues. Modelling results suggested that CML was not formed from oxidation of the reducing sugars, but from the Maillard reaction via the Amadori rearrangement product. Since CML appeared to be thermally unstable under the current study conditions, it may not be a perfect indicator for heat damage of processed foods. This is the first study in which CML formation was linked to available information on the Maillard reaction via multiresponse modelling.