The world will face a significant protein demand in the next few decades, and due to the environmental concerns linked to animal protein, new sustainable protein sources must be found. In this regard, microalgae stand as an outstanding high-quality protein source. However, different steps are needed to separate the proteins from the microalgae biomass and other biocompounds. The protein recovery from the disrupted biomass is usually the bottleneck of the process, and it typically employs organic solvents or harsh conditions, which are both detrimental to protein stability and planet health. Different techniques and methods are applied for protein recovery from various matrices, such as precipitation, filtration, chromatography, electrophoresis, and solvent extraction. Those methods will be reviewed in this work, discussing their advantages, drawbacks, and applicability to the microalgae biorefinery process. Special attention will be paid to solvent extraction performed with ionic liquids (ILs) and deep eutectic solvents (DESs), which stand as promising solvents to perform efficient protein separations with reduced environmental costs compared to classical alternatives. Finally, several solvent recovery options will be analyzed to reuse the solvent employed and isolate the proteins from the solvent phase.