When {CS/HA}(n) layer-by-layer films assembled by oppositely charged chitosan (CS) and hyaluronic acid (HA) were immersed in myoglobin (Mb) solution at pH 5.0, Mb was gradually loaded into the {CS/HA}(n) films, designated as {CS/HA}(n)-Mb. The cyclic voltammetric (CV) peak pair of Mb Fe-III/Fe-II redox couple for {CS/HA}(n)-Mb films on pyrolytic graphite ( PG) electrodes was used to investigate the loading behavior of {CS/HA}(n) films toward Mb. The various influencing factors, such as the number of bilayers (n), the pH of Mb loading solution, and the ionic strength of solution, were investigated by different electrochemical methods and other techniques. The results showed that the main driving force for the bulk loading of Mb was most probably the electrostatic interaction between oppositely charged Mb in solution and HA in the films, while other interactions such as hydrogen bonding and hydrophobic interaction may also play an important role. Other polyelectrolyte multilayer (PEM) films with different components were compared with{CS/HA}(n) films in permeability and Mb loading, and electroactive probes with different size and surface charge were compared in their incorporation into PEM films. The results suggest that due to the unique structure of CS and HA, {CS/HA}(n) films with relatively low charge density are packed more loosely and more easily swelled by water, and have better permeability, which may lead to the higher loading amount and shorter loading time for Mb. The protein-loaded PEM films provide a new route to immobilize redox proteins on electrodes and realize the direct electrochemistry of the proteins.