Pour the milk into a small saucepan and heat over medium-low heat until steaming but not boiling.
Remove the saucepan from the heat source to prevent the protein powder from denaturing and clumping.
Whisk in the cocoa powder, sweetener, vanilla extract, and sea salt until fully dissolved.
Add the protein powder and whisk vigorously or use a handheld milk frother until the mixture is smooth and frothy.
Pour the mixture into a mug and serve immediately while hot.