Rinse and pat catfish dry. In a shallow dish, mix together milk, salt, pepper, and paprika. Dip the fillets in the milk and seasoning mixture. Roll the fish fillet in cornmeal and set on waxed paper to dry.

Heat about 1 1/2-inches of vegetable oil to 350º. Deep fry the catfish, turning once, until golden brown. Drain on paper towels and keep warm to serve.