Cyclodextrin-based nanosponges (CD-NSs) have gained importance in drug delivery in the last years due to their easy synthesis and versatility. However, their use as carriers for the delivery of macromolecules such as proteins is less known and sometimes difficult to consider. In this entry, the authors summarize and highlight the multiple possibilities of CD-NSs to deliver active proteins, improving their activity or stability. Starting with a brief description of CD-NSs and their characteristics, the entry will be focused on several proteins, such as (1) Lipase, (2) Insulin and (3) Nisin, for chemical or pharmaceutical applications. The revised results demonstrated that CD-NSs can generate different and interesting applications with proteins. These results could be added to their uses with small drugs, being an interesting alternative for protein delivery and applicability.