Micrometer sized polyelectrolyte capsules have been fabricated by employing the layer-by-layer adsorption technique on charged colloidal particles with subsequent decomposition and removal of the core. Based on the permeable properties of capsules, the fluorescent proteins, R-Phycoerythrins are used to examine protein load behaviors. The loading of R-PE on capsules depends on intramolecular electrostatic attraction and intermolecular repulsion interaction. The loading rules on positively charged capsules (PSS/PAH)4 and negatively charged capsules (PSS/PAH)4PSS are different, although R-PEs demonstrates the largest load capacity around isoelectric point, which is almost independent of surface charge of the capsules. In the case, driving force of encapsulation of protein into the capsule is hydrophobic mainly, while the fluorescent protein is absorbed on the shell of positively charged capsule (PSS/PAH)4. However, the R-PE was completely encapsulated into negatively charged capsules (PSS/PAH)4PSS. Therefore, compared to the positively charged capsules, negatively charged capsules is more favorable to macromolecules permeating into the capsule interior. Based on the Freundlich model, it can be concluded that capsules take up proteins on surface by multilayer adsorption.