α-Lactalbumin (α-LA) is the most abundant whey protein in human milk. Microbially expressed α-LA serves as a potential additive in infant formula to improve the protein composition and amino acid profile, enhancing the deep simulation of human milk. Komagataella phaffii is widely recognized for its ability to achieve high-density fermentation and robust secretion of heterologous proteins, making it ideal for large-scale production with relatively simple fermentation conditions. At present, the expression of human α-LA in K. phaffii remains challenged by the potential toxicity of using methanol as an inducer and inefficient bioproduction. In this study, we first employed the ethanol-transcriptional signal amplification device system in K. phaffii to express human α-LA, achieving a titer of 7.39 mg·L-1 in shake flask fermentation. Next, through hybrid optimization of the native α-factor signal peptide and multicopy integration of the target gene, the α-LA titer was further increased to 16.52 mg·L-1 in the shake flask. Finally, by addressing acetic acid accumulation in bioreactor fermentation, the engineered production strain achieved a titer of 0.60 g·L-1 in a 3 L bioreactor. This work represents the first demonstration of high-efficiency methanol-free production of human α-LA in K. phaffii and provides strategies for the efficient expression and secretion of recombinant proteins in this host organism.