In order to develop the whey beverage, we examined the optimum conditions for alcohol fermentation by Kluyveromyces tragilis ATCC 46537. The optimum conditions for alcohol production by K. fragilis ATCC 46537 were as follows; pH 4.5, $30^{cir}C$, with a supplement of 50 g/l of lactose. To develop a continuous production of alcohol from whey, we compared batch fermentation with continuous iermentation in conjunction with UF system. Batch fermentation produced 11.0 g/l of alcohol, whereas pseudocontinuous and continuous fermentation with UF system produced 8.5 g/l of alcohol. To increase the alcohol production, we added 50 g/l of lactose to both fermentations. Batch fermentation with lactose supplement produced 15.7 g/l of alcohol and continuous fermentation with lactose supplement in conjunction with UF system produced 15.0 g/l of alcohol. These results clearly demonstrate that the UF system can be used to increase the alcohol production from whey, supplemented with exogenous lactose.