Gel filtration chromatography is a simple, rapid way to do it. It could probably be done with ultrafiltration or dialysis using a high-molecular weight-cutoff membrane, but it might be slow and inefficient. If the protein has an affinity tag, you could use affinity chromatography. Depending on the nature of the detergent, you might be able to use ion exchange chromatography.
I agree with Adam, GFC will be an efficient way for the separation of protein from micelles. Use of RI detector in combination with GFC will also help in quantifying the protein bound detergent fraction.
If you are using non ionic detergent then anion/ cation exchange chromatography can also be an efficient alternative for detergent micelles removal.
As the others have said, GFC, or SEC, is a good method to separate them. From your question, I'm not sure if you are looking to just purify the protein or to actually do some characterization.
If you want to do some characterization, such as looking at the molecular weight or the fraction of bound protein and detergent, then advanced detection may be helpful as you could get the molecular weight of the complex and the protein and detergent within it. I've put a link in to an application we did that might be interesting.