Membrane separation technology has been intensively used in numerous applications such as seawater desalination, water treatment and reuse, fine separation and product concentration, biomedical treatment and forth owing to its low operation temperature, easy operation process, modularity, and high separation efficiency. However, due to membrane materials, membrane structures, and membrane manufacturing technology, trade-off behavior between the water flux and the rejection rate of conventional separation membranes has become a technical bottleneck. The preparation of high-performance separation membranes using proteins as membrane materials is expected to break the trade-off behavior of conventional separation membranes. Protein separation membrane works super-efficiently for the target separation and transport, as well as the antibacterial antifouling properties, where an emerging membrane material of proteins can transport the solute due to their inherent specific water or ion channels, rich binding sites with metal ions, regular nanostructures or low-cost multifunctional. In this review, the widely implemented membrane materials and fabrication strategies for protein separation membranes are summarized in detail, and the research progress of the various protein separation membranes is described. Furthermore, the challenges faced by protein separation membranes are comprehensively reviewed. This review provides some insights into the construction and prospect of protein separation membranes.