Prebiotic soluble fibre (fructooligosaccharides)-incorporated whey protein crisps were produced by low-shear supercritical fluid extrusion (SCFX), which utilises supercritical CO2 as an expansion agent instead of steam. Protein crisps with desirable qualities were obtained with a formulation containing 8% prebiotic fibre and 60% whey protein concentrate (WPC-80), which gave the final product with a protein content of 49.6% (w/w). A maximum of 70% WPC-80 and 8% prebiotic fibre could be incorporated to produce expanded protein crisps; however, increasing WPC-80 from 50% to 70% decreased the end-product expansion ratio from 3.1 to 1.2 and increased the product hardness and piece density from 1.3 to 2.8 kN and 0.63 to 0.75 g mL−1, respectively. Addition of 8% prebiotic fibre did not affect the textural qualities of final products. The process produced an expanded protein matrix with unique internal microstructure of uniformly distributed closed cells. Amino acid analysis indicated that 90% of the total lysine and 92% of the total essential amino acids were retained after SCFX processing and oven-drying, indicating the preservation of protein nutritional quality during the process.