Water contamination by mercury and chromium has a direct effect in human health. A promising technology to remove heavy metals by membrane filtration is the use of hybrid membranes produced with whey protein fibrils (WPF) and activated carbon (AC). In this study, the best conditions to produce WPF by heat treatment were determined to maximize the removal of mercury and chromium from water using a central composed design. The results indicated that the best conditions to prepare WPF were 74 °C, 7 h and 3.8% of whey protein with adsorption capacities of 25 and 18 mg/g and removal efficiencies of 81 and 57% for mercury and chromium, respectively. WPF and AC were used to prepare a hybrid membrane that was characterized using transmission electron microscopy, atomic force microscopy, scanning electron microscopy, Fourier transform infrared spectroscopy and Brunauer–Emmett–Teller surface area measurements. Batch filtration experiments were performed with the hybrid membrane for chromium and mercury removal at 25, 50 and 100 mg/L to determine its adsorption capacities. A high performance of the hybrid membrane was demonstrated removing efficiently mercury and chromium from water, thus supporting more than ten filtration cycles.