In recent years, plant-, animal-, and emerging-proteins have become prominent research topics in delivery systems. This review summarizes the properties of commonly used proteins, including zein, gliadin, soy protein, pea protein, whey protein, casein, ovalbumin, and gelatin, as well as emerging proteins such as algal protein, insect protein, and microbial protein. The assembly mechanisms and encapsulation techniques of proteins used as nanocarriers for the delivery of bioactive compounds are discussed, highlighting the central role of non-covalent interactions in the encapsulation process. Distinct from previous reviews, this paper not only emphasizes conventional protein-based encapsulation materials but also introduces new proteins and provides a comprehensive analysis of their assembly mechanisms and encapsulation strategies. Future research should prioritize the development of intelligent and sustainable protein-based materials, coupled with experimental validation and safety assessments, to address the diverse demands for high-performance encapsulation systems across the food, pharmaceutical, and other industries.