Compared to small molecule drugs, protein drugs exhibit high specificity and low toxicity, making them pivotal in the treatment of numerous serious diseases. Nevertheless, they confront several challenges in clinical application, including instability, high immunogenicity, and susceptibility to rapid degradation and elimination, ultimately resulting in low bioavailability. To overcome these problems, various protein drug delivery systems have been devised. Notably, delivery systems utilizing dynamic covalent bonds not only increase the stability of protein drugs during the delivery process but also facilitate stimulus-responsive drug release at the target site, thereby significantly enhancing the bioavailability and therapeutic efficacy of protein drugs. This review briefly introduces protein drug delivery systems based on covalent bonds, non-covalent interactions, and dynamic covalent bonds. The construction methodologies, drug release mechanisms, and the latest advancements in the application of protein drug delivery systems based on dynamic covalent bonds are then summerized. The aim is to provide insights and guidance for the development of more efficient and practical protein drug delivery systems.