Yes, protein powder can be mixed with water without great difficulty, but it does taste better with milk. The benefits of mixing whey protein with water include convenience and quick absorption. Water is a good choice for mixing whey protein powder because it is calorie-free, easily accessible, and doesn't add any flavor to the powder. Mixing whey protein powder with water can also make it easier to digest, especially for those who are lactose intolerant. Though, casein protein powder does normally contain some lactose content itself.