The purification of caprine milk oligosaccharides (COS) by membrane filtration has been hampered by the low concentration of target COS and high concentration of lactose. In addition, their molecular weight proximity hinders the recovery of a COS fraction with high degree of purity and recovery yield. In this work, the recovery of a high purity COS concentrate was obtained by the optimization of an integrated approach including complete lactose hydrolysis, fermentation of the resulting monosaccharides and nanofiltration. All carbohydrates were quantified using High Performance Anion Exchange Chromatography with Pulsed Amperometric Detection (HPAEC PAD). Defatted goat whey was ultrafiltered with discontinuous diafiltrations to increase the recovery of COS in the whey permeate which was then subsequently concentrated by nanofiltration. COS recovery yields of 75% with negligible amounts of monosaccharides (0.3% of the initial amount of lactose in the whey permeate) were achieved. A final retentate containing 67.6 and 34.4% of acidic and neutral oligosaccharides respectively was obtained from caprine milk.