Casein from bovine milk is evaluated in this work as binding agent for electrochemical double layer capacitors (EDLCs) electrodes. It is demonstrated that casein provides excellent adhesion strength to the current collector (1187 kPa compared to 51 kPa achieved with PVdF), thus leading to mechanically stable electrodes. At the same time, it offers high thermal stability (above 200 °C) and electrochemical stability in organic electrolytes. Apparently though, the casein-based electrodes offer lower electronic conductivity than those based on other state-of-the-art binders, which can limit the rate performance of the resulting EDLC. In the attempt of improving the electrochemical performance, it is found that the application of a pressing step can solve this issue, leading to excellent rate capability (up to 84% capacitance retention at 50 mA cm−2) and cycling stability (96.8% after 10,000 cycles at 10 mA cm−2) in both PC- and ACN-based electrolytes. Although the adhesive power casein is known since ancient times, this report presents the first proof of concept of its employment in electrochemical power sources.