Lipid oxidation can produce lipid oxidation products (LOPs), which further react with proteins and affect their structure and digestibility, although the underlying mechanism remains unclear. Herein, we investigated the conformation and digestibility of proteins induced by LOPs after thermal treatment. Digestibility of myoglobin (Mb) affected by trans,trans,-2,4decadienal (2,4-Dec) was significantly reduced under high temperature (100−180 °C). The peptides digested from Mb modified with 2,4-Dec during thermal processing revealed that the quantity of peptides decreased with increasing 2,4-Dec concentrations. Proteomic analysis showed that 2,4-Dec covalently binds to Mb, and the extent of modification was in the following order: lysine > histidine > arginine. Moreover, the secondary structure, intrinsic fluorescence, and surface hydrophobicity results suggested that 2,4-Dec induced changes in Mb, leading to a tighter spatial structure and aggregation, and exposure of fewer recognition sites of the enzyme and thermal treatment assisted these changes in the structure. Meanwhile, molecular dynamics simulations elucidated the molecular mechanisms underlying the effect of 2,4-Dec and temperature on the digestion and structure of Mb.