Most downsides of whey come from the milk itself. People who are allergic to milk, or lactose intolerant, should think twice about whey protein. (We will get to lactose-intolerant people again in a bit.)
Also, if you have a history of liver or kidney dieseases or any other health concerns that could be triggered by intaking whey protein, consult your doctor beforehand.
Additionally, milk is an animal product, and if you are vegan, or your religion doesn't allow animal-based foods, whey protein is not your solution.
Now, we have mentioned how whey is the king of quick-release proteins. That is a double-edged sword. Although it is good for bodybuilders who are looking to get as much protein as quickly as possible, quick-release proteins are not ideal for most people, especially those looking to lose weight. It is a much better idea to eat slow-release proteins that stay in your bloodstream for longer, thus helping you feel full for extended periods of time. But, to tell you the truth, the best approach is to combine the two types of protein.