Proteins with unique structure and function have tremendous applications for cancer treatment, vaccination, diagnosis, regenerative medicine, and therapies for loss‐of‐function genetic diseases. A general method of loading and delivering active forms of proteins toward cells and tissues is highly desirable for remaining activity, enhancing stability, and avoiding potential immunogenicity of proteins. Nanogels with cross‐linked structure provide a versatile platform for storage and release of proteins. Herein, the recent advances in protein nanogels made by the in situ polymerization method, from preparation to application are summarized. A range of stimuli‐responsive formulations for on‐demand release, in a spatial, temporal, and dosage‐controlled manner, is highlighted. Future opportunities as well as challenges of protein nanogels are also discussed.