During cheese production, a high volume of cheese whey are obtained (Gómez et al., 2019; Álvarez-Delgado and Otero-Rambla 2020). Cheese whey is rich in proteins of high nutritional value, such as β-lactoglobulins, α-lactalbumins, glycomacropeptides, immunoglobulins and protease-peptone (Krissansen, 2013; Wijayanti et al., 2014). Around 50% of the cheese whey produce around world have does not receive some type of treatment. Small and medium producers cannot acquire any technology to add value to this waste (Tavares y Malcata, 2016). Different investigations about exploitation of cheese whey have been developed. Cheese whey can be use in the biofuels production, such as ethanol, butanol, glycerol, methane, hydrogen, mainly. Besides, cheese whey has commercial value by the content of short chain fatty acids (Bourda et al., 2017; Ramos y Silva, 2017). In the present study, two types of pretreatment in cheese whey were evaluated (thermal and chemical deproteinized). The thermal treatments obtained higher yields in ethanol production (25.28 g per liter of cheese whey), in ferementation with Kluyveromyces marxianus. In the case of acid cheese whey without pretreatment, we obtained 22.12 g of ethanol per liter of cheese whey. In the enzymatic hydrolysis and fermentation with Saccharomyces cerevisiae, better yields were obtained in the thermal deproteinized pretreatment (18.96 g per liter of cheese whey).