Owing to high bioactivity and specificity, protein drugs have achieved great success in both diagnosis and therapy. The idea of delivering active proteins directly to targets is becoming more and more attractive. However, due to their large size and environmental sensitivity, it is not easy for proteins to maintain bioactivity in extracellular fluids and cross cell membrane without being damaged. A series of techniques and carriers have been developed to deliver proteins. Thereinto, metal-organic frameworks (MOFs), which are made of metal ions connected by organic linkers, are one of the most important vehicles for protein delivery. Their porous structures, stability, biocompatibility, reproducibility, and the possibility for further functionalities offer great potential for protein delivery. In this review, recent developments of protein encapsulated by MOF nanoparticles, including mechanism of treatment, structural design, loading capacity, delivery, and release properties of proteins, are summarized, and the relationship between structure and performance is emphasized. Meanwhile, further improvements and implementations are discussed.