Proteins represent a group of biopolymers with interesting properties to be employed as raw materials in the preparation of nanoparticles for drug delivery purposes. Due to the inherent properties of proteins (i.e., biodegradability, amphiphilic properties, etc.) the resulting nanoparticles can be considered as versatility platforms for a variety of applications. Moreover, some proteins possess a GRAS (Generally Recognized as Safe) status or are considered as excipients by different Regulatory Agencies. As result of this, the resulting nanoparticles and potential translation to clinic would be facilitated, compared to other materials (i.e., polymers). This review is focused on the main proteins employed in the preparation of nanoparticles as well as the procedures permitting their transformation into nanoparticles able of accommodating a high variety of bioactive compounds and drugs. Moreover, the review also provides examples of application of nanoparticles prepared from albumins, globulins, prolamins or macromolecules derived from proteins.