Proteins exhibit a rich diversity of functional, physico-chemical and biodegradable properties which makes them appealing for various applications in the food and non-food sectors. Such properties are attributed to their ability to interact and assemble into a diversity of supramolecular structures. The present review addresses the updated research progress in the recent field of complex coacervation made from mixtures of oppositely charged proteins (i.e. heteroprotein systems). First, we describe briefly the main proteins used for heteroprotein coacervation. Then, through some selected examples, we illustrate the particularity and specificity of each heteroprotein system and the requirements that drive optimal assembly into coacervates. Finally, possible and promising applications of heteroprotein coacervates are mentioned.