Easy and low-cost protein purification methods for the mass production of commonly used enzymes that play important roles in biotechnology are in high demand. In this study, we developed a fast, low-cost recombinant protein purification system in the methylotrophic yeast Pichia pastoris using the family 3 cellulose-binding module (CBM3)-based affinity tag. The codon of the cbm3 gene from Clostridium thermocellum was optimized based on the codon usage of P. pastoris. The CBM3 tag was then fused with enhanced green fluorescent protein (CBM3-EGFP) or with inulinase and expressed in P. pastoris to demonstrate its ability to function as an affinity tag in a yeast expression system. We also examined the effects of glycosylation on the secreted CBM3-tag. The secreted wild-type CBM3-EGFP was glycosylated; however, this had little influence on the adsorption of the fusion protein to the regenerated amorphous cellulose (RAC; maximum adsorption capacity of 319 mg/g). Two CBM3-EGFP mutants lacking glycosylation sites were also constructed. The three CBM3-EGFPs expressed in P. pastoris and the CBM3-EGFP expressed in Escherichia coli all had similar RAC adsorption capacity. To construct a tag-free recombinant protein purification system based on CBM3, a CBM3-intein-EGFP fusion protein was expressed in P. pastoris. This fusion protein was stably expressed and the self-cleavage of intein was efficiently induced by DTT or l-cysteine. In this study, we were able to purify the recombinant fusion protein with high efficiency using both intein and direct fusion-based strategies.