Kluyveromyces marxianus is a food‐safe yeast with great potential for producing heterologous proteins. Improving the yield in K. marxianus remains a challenge and incorporating large‐scale functional modules poses a technical obstacle in engineering. To address these issues, linear and circular yeast artificial chromosomes of K. marxianus (KmYACs) were constructed and loaded with disulfide bond formation modules from Pichia pastoris or K. marxianus. These modules contained up to seven genes with a maximum size of 15 kb. KmYACs carried telomeres either from K. marxianus or Tetrahymena. KmYACs were transferred successfully into K. marxianus and stably propagated without affecting the normal growth of the host, regardless of the type of telomeres and configurations of KmYACs. KmYACs increased the overall expression levels of disulfide bond formation genes and significantly enhanced the yield of various heterologous proteins. In high‐density fermentation, the use of KmYACs resulted in a glucoamylase yield of 16.8 g/l, the highest reported level to date in K. marxianus. Transcriptomic and metabolomic analysis of cells containing KmYACs suggested increased flavin adenine dinucleotide biosynthesis, enhanced flux entering the tricarboxylic acid cycle, and a preferred demand for lysine and arginine as features of cells overexpressing heterologous proteins. Consistently, supplementing lysine or arginine further improved the yield. Therefore, KmYAC provides a powerful platform for manipulating large modules with enormous potential for industrial applications and fundamental research. Transferring the disulfide bond formation module via YACs proves to be an efficient strategy for improving the yield of heterologous proteins, and this strategy may be applied to optimize other microbial cell factories.