SiO2-hemoglobin-poly(L-lactide) (SiO2-Hb-PLLA) microspheres were prepared in a process of solution-enhanced dispersion by supercritical CO2 (SEDS). SiO2 nanoparticles were loaded with Hb by adsorption firstly and then the Hb-SiO2 nanoparticles were further coated with PLLA by the SEDS process. The resulted microcapsules were characterized by scanning electron microscope (SEM), laser diffraction particle size analyser and Fourier transform infrared spectrometer (FTIR). The drug release profiles were also determined. The Hb-SiO2-PLLA microspheres have a narrow particle size distribution (PDI 0.189) with a mean particle size of 897nm and a drug loading of 7.1%. After coating with PLLA, the drug release from SiO2-Hb-PLLA showed a sustained process mainly in zero-order kinetics; only 3.7% drug was released in the first 24 hours, versus 51.9% for those without coating, which revealed that the coating of PLLA significantly retarded the drug release. The results also indicate that the SEDS process is a typical physical process to produce protein-loaded polymer microspheres without changing the molecular structure of proteins, which is potential in the application of designing proteins drug delivery system.