Studies on the fabrication of polymer-protein hybrid self-assemblies have aroused great interest over the past years because of a broad range of applications of the materials in drug/protein delivery, biosensors, and enhancement of protein stability. The hybrid assemblies are usually fabricated from polymer-protein bioconjugates, which may suffer from the damages to the protein structures and the loss of functionalities in the synthesis. Herein, we report a simple and efficient approach to the fabrication of vesicle-like structures based on coassembly of homopolymer chains and protein molecules. At room temperature, poly(N-isopropylacrylamide) (PNIPAM) and bovine serum albumin (BSA) are able to form complexes through hydrophobic interactions in aqueous solution. Upon heating to a temperature above the cloud point of PNIPAM, vesicle-like structures with collapsed PNIPAM in the walls and BSA at the surfaces are formed. The size and membrane thickness of the assemblies can be tuned by the molar ratio of PNIPAM to BSA. The hydrophobic interaction between PNIPAM and BSA plays a key role in the complex formation and self-assembly process. The complexes and assembled structures are analyzed by using micro differential scanning calorimetry, light scattering, and transmission electron microscopy. BSA in the assemblies retains over 90% of its activity, and the protein stability is enhanced because of the hydrophobic interaction between proteins and polymers. This approach allows us to prepare polymer-protein assemblies without bioconjugate synthesis. Meanwhile, possible damages to the protein structures and the loss of bioactivities of proteins can be avoided.