Proteins are important biological macromolecules that have been used as materials for centuries, not only because they are environmentally friendly, renewable, and non-toxic, but also due to their excellent strength, elongation, toughness, slow degradability and great biocompatibility. Combining proteins with other essential biological materials can generate novel composite materials with diverse properties, such as suitable mechanical and chemical properties, favorable electrical and optical features or other excellent characteristics. This chapter will begin with a brief introduction of the most important natural fibrous proteins such as various silks, elastins, collagens, keratins, resilins, and their unique repeats and structures that provide distinguished physical properties. We will then discuss their mechanisms of interaction with other biomolecules, using the traditional phase diagram and glass transition theories to understand their molecular interactions and miscibility. Lastly, we will focus on different advanced protein-based composite materials developed in recent years and their related applications. This part of the chapter will be divided into four sections: protein-natural biopolymer composites, protein-synthetic polymer composites, protein-inorganic composites, and protein-small molecule composites for drug delivery and release studies. These composite materials would be broadly useful in multiple fields due to their highly tunable structures and reliable functions in the future.