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Since cocoa powder is not soluble in water/milk (the physics prevent the molecules of cocoa from entering into the molecules of water/milk) none of the suggestion given will actually work. And given that I tried, before I researched and found out that it is in fact impossible, I do know it to be true. I have tried using butter to dissolve the cocoa powder before adding it to the milk. I've had limited success with that. In time the butter with the cocoa tends to separate. I sweeten with stevia. Does anyone know of something that can be added besides sugar that will allow the cocoa powder to dissolve into the milk molecules?

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As already answered, it does not dissolve anyway. It's a suspension of fine particulates.

Practical methods to make it clump less (other than mixing with sugar) are:

  • use hot liquid (hot cocoa is easier than chocolate milk)
  • start with making a paste with a small amount of liquid, rather than dumping the cocoa powder into all the liquid (this also allows doing that step hot, and then mixing the paste with cold liquid if you are not after a hot result.)
Ecnerwal
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After some bickering & refusal to believe simple 'science' in comments…
Cocoa powder is insoluble - no matter what you do, it will never dissolve. You could grind it to the finest powder known to man & it will still never dissolve in anything you could drink the result of.

Tea & coffee are the same, just easier to see - you extract the flavour from them & discard the solids. Cocoa solids settle to the bottom of the cup, which is actually ideal, as you don't want them in your drink, unless you like a grainy mouthful of spent dregs.

The flavour is in the liquid - the soluble bit that did actually dissolve in your drink.
BTW, instant coffee & many types of 'drinking chocolate' contain no or very little solids - the manufacturer already threw them away for you.

By the same token, butter will never mix with anything water-based either. It also is insoluble.

You can force a solid to stay suspended in a liquid. The result is known as a 'suspension'. It's done basically by thickening the liquid until the liquid is thick enough that the difference in specific gravity of the liquid & solid is insufficient for it to settle through the liquid.

Similarly, you can force a fat to stay in-mixed with a water-based liquid. This is done using an additive known as an emulsifier.
Common kitchen emulsifiers include honey, mustard, apple cider vinegar, aloe vera, gelatin, salt, baking soda - or you could investigate some of the hydrocolloids; including guar gum, gellan gum, and carrageenan… then there's lecithin, soy lecithin, diacetyl tartaric acid ester of monoglyceride, sodium stearoyl lactylate, and sodium phosphates.
Most of those are not going to improve the taste of your drink.

Just keep stirring.

Tetsujin
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Cocoa is not soluble in milk. However, you can control the sedimentation by increasing the thickness of the milk, or decreasing the size of the cocoa particles. Non-dairy milks can help with this as well. By the way, it is only the sugar that is dissolving, when you mix it with cocoa, and add that mixture to milk.

moscafj
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Others have technically said this, but I think someone could come away from here thinking suspending (not dissolving) cocoa powder in liquid is mechanically difficult, complicated, or unreliable. It's not—the liquid just has to be hot.

Add cocoa to cold milk in a mug (where it floats on top), microwave it, then stir. It should mix easily, be smooth, and settle only a little in the time it takes to drink it.

I've had no reason to try these steps in a different order, but I can see why adding dry powder suddenly to hot milk might cause clumping. Or you could give up because it doesn't work at room temperature and just miss out.

the-baby-is-you
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If you mix cocoa and milk in a blender, it will mix to chocolate milk consistency with no lumps. See if a mason jar fits your blender blade - I just put (soy) milk, cocoa, and any sweeteners or flavorings in a pint jar, screw the blade/lid on, pop it on the blender, then drink right out of the jar. I drink it pretty fast, so the cocoa doesn't have time to settle back out.

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Actually baking powder dissolves Hershey's pure cocoa quite well. only a few tiny specks remain, well with coffee any way.