The protective structures of bryozoans representing four orders—Trepostomata, Cryptostomata, Fenestrata, and Cheilostomata—were analyzed and classified for the first time based on functional criteria. The proposed classification includes five groups of protective structures responsible for: 1) reducing water pressure; 2) increasing the feeding area by expanding the distance between the autozooecia apertures, as well as strengthening the colony’s stability and integrity; 3) physically protecting the polypide and providing attachment points for muscles; 4) scaring off predators; and 5) enabling physical protection against predators while also cleaning the colony from sediments, larvae, and small invertebrates. The study of the development of heterozooids, stylets, and avicularia in fossil bryozoans revealed the emergence of persistent, effective polymorphs in the Early Ordovician, Late Devonian, and Early Cretaceous. The evolutionary changes in bryozoans were primarily driven by fluctuations in the levels of the World Ocean, climate, phytoplankton biomass, and predator composition, among other complex interplays between abiotic and biotic factors. To shield themselves from predation threats, bryozoans evolved acanthostyles protruding above colony surfaces and various types of heterozooids physically protecting them from being eaten (caverno-, para-, cyclo-, lepto-, and allozooids in the old groups, along with avicularia in cheilostomates). Avicularia and similar structures occurred repeatedly in different orders: in fenestrates during the Early Ordovician and Early Devonian, in cryptostomates during the Middle Carboniferous, and in cheilostomates during the Early Cretaceous.