Optical methods (spectroscopy, spectrofluorometry, dynamic light scattering, and refractometry) were used to study the change in the state of hen egg-white lysozyme (HEWL), protein molecules, and gold nanoparticles (AuNPs) in aqueous colloids with changes in pH, and the interaction of protein molecules with nanoparticles was also studied. It was shown that changing pH may be the easiest way to control the protein corona on gold nanoparticles. In a colloid of nanoparticles, both in the presence and absence of protein, aggregation–deaggregation, and in a protein colloid, monomerization–dimerization–aggregation are the main processes when pH is changed. A specific point at pH 7.5, where a transition of the colloidal system from one state to another is observed, has been found using all the optical methods mentioned. It has been shown that gold nanoparticles can stabilize HEWL protein molecules at alkaline pH while maintaining enzymatic activity, which can be used in practice. The data obtained in this manuscript allow for the state of HEWL colloids and gold nanoparticles to be monitored using one or two simple and accessible optical methods.