Food protein carriers from different sources might have distinct stabilizing and enhancing effects on the same small molecule. To elucidate the molecular mechanism, five different sourced proteins including soy protein isolates (SPIs), whey protein isolates (WPIs), edible dock protein (EDP), Tenebrio molitor protein (TMP), and yeast protein (YP) were used to prepare protein hydrogels for delivering myricetin (Myr). The results suggested that the loading capacity order of Myr in different protein hydrogels was EDP (11.5%) > WPI (9.3%) > TMP (8.9%) > YP (8.0%) > SPI (7.6%), which was consistent with the sequence of binding affinity between Myr and different proteins. Among five protein hydrogels, EDP had an optimum loading ability since it possessed the highest hydrophobic amino acid content (45.52%) and thus provided a broad hydrophobic cavity for loading Myr. In addition, these protein−Myr composite hydrogels displayed the core−shell structure, wherein hydrogen bonding and hydrophobic interaction were the primary binding forces between proteins and Myr. Moreover, the thermal stability, storage stability, and sustained-release properties of Myr were significantly enhanced via these protein delivery systems. These findings can provide scientific guidance for deeper utilization of food alternative protein sources.