Technological advances frequently interface biomolecules with nanomaterials at non‐physiological conditions, necessitating response characterization of key processes. Similar encounters are expected in cellular contexts. We report in silico investigations of the response of diverse protein conformational states to lowering of temperature and imposition of spatial constraints. Conformational states are represented by folded form of the Albumin binding domain (ABD) protein, its compact denatured form, and structurally disordered nascent folding elements. Data from extensive simulations are evaluated to elicit structural, thermodynamic and dynamic responses of the states and their associated environment. Analyses reveal alterations to folding propensity with reduced thermal energy and confinement, with signatures of trend reversal in highly disordered states. Across temperatures, confinement has restrictive effects on volume and energetic fluctuations, leading to narrowing of differences in isothermal compressibility (κ) and heat capacities (Cp). While excess (over ideal gas) entropy of the hydration layer marks dependence on the conformational state at bulk, confinement triggers erasure of differences. These observations are largely consistent with timescales of protein‐water hydrogen bonding dynamics. The results implicate multi‐factorial associations within a simple bio‐nano complex. We expect the current study to motivate investigations of more biologically relevant interfaces towards mechanistic understanding and potential applications.