As a common food component, fat could interact with cow’s milk allergens, and thereby affecting the extraction effect and detection accuracy of allergens. However, research on degreasing methods for allergens in high-fat complex matrices was rarely reported. Chocolates containing cow’s milk allergens were used to simulate the high-fat complex matrix and decreased by n-hexane, isopropanol, ethyl acetate and lipase. The degreasing rate and protein loss rate were determined, the changes of protein structure, particle size, fat distribution and microstructure were compared, and the concentration of major milk allergens extracted from simulated matrix before and after degreasing were determined by indirect ELISA. The results showed that the sample treated with n-hexane had the highest degreasing rate (87.87%), and the lowest protein loss rate (6.86%). Degreasing would change the spatial structure of proteins, with the overall structure changing from compact to loose, and there is no obvious change in protein in the n-hexane and ethyl acetate treatment groups. The particle size of decreased slightly after degreasing, but the isopropanol treatment caused the protein to aggregate into larger particles, and the particle size increased from 297.9 nm to 445.1 nm. After degreasing by n-hexane and ethyl acetate, the fat distribution in simulated matrix was more uniform and the fat droplets became smaller. The microstructure of the simulated matrix changed from a dense and smooth clump to an incompact and porous structure, while the isopropanol and lipase groups still showed partial agglomeration. The indirect ELISA results showed that the extraction rate of casein in the ethyl acetate group increased by 61.53%, and the concentrations of α-lactalbumin and β-lactoglobulin were highest in the n-hexane group, which were 0.73 mg·mL-1 and 1.89 mg·mL-1, respectively. N-hexane degreasing treatments can significantly improve the extraction effect of cow’s milk allergens in high-fat complex matrices, hoping that the results can provide reference for the accurate detection of allergens in high-fat complex matrix foods.