Beneath glycation, oxidation reactions may take place at cereal proteins during production of malt. The extent of oxidative chemical changes at malt proteins has not yet been studied. In the present short communication, malt protein was characterized by the determination of free thiol groups and degree of methionine oxidation as well as the sites that are reactive to covalent modification by 2,4-dinitrophenylhydrazine (DNPH, “protein carbonylation”). Protein carbonylation in pale malts was around 1.5 nmol/mg protein and increased with increasing malt colour. Investigations on the protein pellet isolated for determination of carbonylation revealed that solubility and colour may disturb the quantification of carbonyl sites in roasted malts. Free thiols decreased with increasing malt colour already in pale malts (EBC < 10). The formation of methionine sulfoxide (MetSO) was intensified with increasing malt colour. An amount of 7–20% of methionine was converted to MetSO in pale and dark malt, whereas nearly 60% of methionine was oxidized to MetSO in roasted malts. The formation of methionine sulfone was negligible. This study shows that malt proteins suffer from oxidation during kilning, and future studies will have to show whether this supports the pro- or antioxidant activity of malt.