In view of the importance of texture and colour characteristics for consumer acceptance of fermented dairy products, this study aimed to evaluate the associations between selected whey proteins, fat-soluble vitamins, and instrumental quality traits of organic plain yoghurts. Physicochemical analyses included acidity, total protein, fat, whey proteins (β-lactoglobulin, α-lactalbumin, bovine serum albumin, lactoferrin, and lysozyme), and fat-soluble compounds (vitamins A, D3, and E, and β-carotene). Selected instrumental texture and colour attributes were also determined. Whey protein fractions were associated mainly with texture characteristics, whereas lipophilic vitamins and β-carotene were more closely related to colour attributes. Total protein content was positively associated with firmness (r = 0.510, p ≤ 0.05), while β-lactoglobulin was related to apparent viscosity (r = 0.705, p ≤ 0.05). In contrast, vitamin A, vitamin D3, β-carotene, and fat content were negatively associated with lightness and whiteness, but positively related to yellowness and chroma. Lactoferrin and lysozyme showed stronger relationships with selected secondary texture attributes, particularly gumminess and cohesiveness. Multiple regression analysis indicated that firmness and apparent viscosity were only moderately explained by the selected compositional predictors, whereas colour attributes were more strongly associated with fat-fraction components. The remaining variability likely reflected additional microstructural and processing-related effects. Although the results should be interpreted as associations rather than direct causal relationships, the findings support the concept of protein-driven texture and fat-driven colour development in plain yoghurts and improve understanding of the relationships between bioactive milk components and instrumental plain yoghurt quality.