Proteins and peptides are potential therapeutic agents, but their physiochemical properties make their use as drug substances challenging. Hydrogels are hydrophilic polymeric networks that can swell and retain high amounts of water or biological fluids without being dissolved. Due to their biocompatibility, their porous structure, which enables the transport of various peptides and proteins, and their protective effect against degradation, hydrogels have gained prominence as ideal carriers for these molecules’ delivery. Particularly, stimuli-responsive hydrogels exhibit physicochemical transitions in response to subtle modifications in the surrounding environment, leading to the controlled release of entrapped proteins or peptides. This review is focused on the application of these hydrogels in protein and peptide delivery, including a brief overview of therapeutic proteins and types of stimuli-responsive polymers.