Short peptides are important compounds in a variety of fields, including food and nutraceutical applications, but also biomarker discovery, bioactive peptide discovery and peptide drug separation. Despite the importance of short peptides, they are currently less studied than other peptides because of the lack of dedicated methods for their characterization. The method described in this paper comprises a combination of strategies to tackle the main limitations in short peptide analysis. In particular, in this work an untargeted peptidomic approach based on ultrahigh-performance liquid chromatography coupled to high-resolution mass spectrometry was developed for the identification of short peptides in cow milk samples. After milk defatting and precipitation, the sample was purified by cotton-hydrophilic interaction liquid chromatography (HILIC) micro tip in order to avoid suppression phenomena due to contaminants present in milk, such as carbohydrates. The sample was then separated by means of two chromatographic columns, with a complementary selectivity mechanism, namely reversed-phase C18 column and porous graphitic carbon (PGC). By this approach, the method allowed the separation and characterization of di-, tri- and tetrapeptides. A total of 57 and 41 peptides were identified by using a C18 and a PGC column, respectively; in particular, 31 were exclusively identified by using the C18 column, 15 unique peptides were identified by using the PGC column, while 26 were in common between the two data sets, demonstrating that the two columns have a different selectivity mechanism. The results indicated that an integrated approach may be appropriate to improve the separation of different peptides and increase the number of identifications because of the wide range of polarity of short peptides. The method allowed the untargeted identification of short peptides in milk, a complex matrix chosen as a representative real sample for method application, and provides complementary information to that accessible by ordinary peptidomics. [Figure not available: see fulltext.].