Proteins have emerged as promising therapeutics in oncology due to their great specificity. Many treatment strategies are developed based on protein biologics, such as immunotherapy, starvation therapy, and pro‐apoptosis therapy, while some protein biologics have entered the clinics. However, clinical translation is severely impeded by instability, short circulation time, poor transmembrane transportation, and immunogenicity. Micro‐ and nano‐particles‐based drug delivery platforms are designed to solve those problems and enhance protein therapeutic efficacy. This review first summarizes the different types of therapeutic proteins in clinical and research stages, highlighting their administration limitations. Next, various types of micro‐ and nano‐particles are described to demonstrate how they can overcome those limitations. The potential of micro‐ and nano‐particles are then explored to enhance the therapeutic efficacy of proteins by combinational therapies. Finally, the challenges and future directions of protein biologics carriers are discussed for optimized protein delivery.