Previously, the application of proteins was uncommon as therapeutically active molecules. Some of the first applications of proteins as drugs have been insulin and vaccines for overcoming a physiological deficiency and the prevention of diseases, respectively. Nowadays, proteins have many applications, not only as drugs but also as drug delivery systems to be administered by different routes. Due to their nature, the behavior of proteins varies while the conditions of the environment are modified. For this reason, it is necessary to study their behavior for predicting the correct manufacturing, storing, or combination with other possible molecules in a formulation or into the body. The application of techniques for predicting the behavior of proteins in different environments has led to associating this type of behavior into the body with the occurrence of diseases, such as celiac disease or Alzheimer's disease. Thus, this work shows an overview of the main types of proteins applied as active therapeutically molecules, proteins-based drug delivery systems, and techniques for predicting their stability into the primary storing container and the body.