Milk-derived peptides are known to confer anti-inflammatory effects. We hypothesised that milk-derived cell-penetrating peptides might modulate inflammation in useful ways. Using computational techniques, we identified and synthesised peptides from the milk protein Alpha-S1-casein that were predicted to be cell-penetrating using a machine learning predictor. We modified the interpretation of the prediction results to consider the effects of histidine. Peptides were then selected for testing to determine their cell penetrability and anti-inflammatory effects using HeLa cells and J774.2 mouse macrophage cell lines. The selected peptides all showed cell penetrating behaviour, as judged using confocal microscopy of fluorescently labelled peptides. None of the peptides had an effect on either the NF-κB transcription factor or TNFα and IL-1β secretion. Thus, the identified milk-derived sequences have the ability to be internalised into the cell without affecting cell homeostatic mechanisms such as NF-κB activation. These peptides are worthy of further investigation for other potential bioactivities or as a naturally derived carrier to promote the cellular internalisation of other active peptides.