Nano-Mg(OH)2, with low biological toxicity, is an ideal nano-carrier for insecticidal protein to improve the bioactivity. In this work, the adsorption features of insecticidal protein by nano-Mg(OH)2 have been studied. The adsorption capacity could reach as high as 136 mg g−1, and the adsorption isotherm had been fitted with Langmuir and Freundlich models. Moreover, the adsorption kinetics followed a pseudo-first or -second order rate model, and the adsorption was spontaneous and an exothermic process. However, high temperatures are not suitable for adsorption, which implies that the temperature would be a critical factor during the adsorption process. In addition, FT-IR confirmed that the protein was adsorbed on the nano-Mg(OH)2, zeta potential analysis suggested that insecticidal protein was loaded onto the nano-Mg(OH)2 not by electrostatic adsorption but maybe by intermolecular forces, and circular dichroism spectroscopy of Cry11Aa protein before and after loading with nano-Mg(OH)2 was changed. The study applied the adsorption information between Cry11Aa and nano-Mg(OH)2, which would be useful in the practical application of nano-Mg(OH)2 as a nano-carrier.