Negatively charged heme protein hemoglobin (Hb) or myoglobin (Mb) at pH 9.0 and positively charged poly(diallyldimethylammonium) (PDDA) were alternately adsorbed on the surface of CaCO3 nanoparticles, forming core-shell CaCO3-[PDDA/(protein/PDDA)(m)] ([protein-m]) nanoclusters. Oppositely charged [protein-m] and poly(styrenesulfonate) (PSS) were then assembled layer by layer on various solid substrates, forming {[protein-m]/PSS}(n) films. In the meantime, ordinary layer-by-layer films of heme proteins with CaCO3 nanoparticles ({protein/CaCO3}(n)) were also grown on solid surfaces. Transmission electron microscopy (TEM), ultraviolet-visible (UV-vis) spectroscopy, quartz crystal microbalance (QCM), and cyclic voltammetry (CV) were used to characterize the nanoclusters and monitor the growth of the two types of films. Both kinds of protein films assembled on pyrolytic graphite (PG) electrodes exhibited well-defined, nearly reversible CV reduction-oxidation peaks, characteristic of heme Fe-III/Fe-II redox couples, and were used to catalyze the electrochemical reduction of hydrogen peroxide. The {[protein-m]/PSS}(n) films demonstrate distinct advantages over the {protein/CaCO3}(n) films due to their larger fraction of electroactive proteins, higher catalytic efficiency, and better thermo stability. The penetration experiments of the electroactive probe into these films indicate that the {[protein-m]/PSS}(n) nanocluster films possess more pores or channels than the simple {protein/CaCO3}(n) films, which may be beneficial to counterion transport in the charge-hopping mechanism and helpful for the diffusion of catalysis substrates into the films. In addition, the electrochemical and biocatalytic activity of protein nanocluster films can be tailored by controlling the number of bilayers assembled on the nanoparticle cores (m) as well as the film thickness or the number of nanocluster layers on the electrodes (n).