Polymer-protein systems have excellent characteristics, such as non-toxic, non-irritating, good water solubility and biocompatibility, which makes them very appealing as cancer therapeutics agents. Inspiringly, they can achieve sustained release and targeted delivery of drugs, greatly improving the effect of cancer therapy and reducing side effects. However, many challenges, such as reducing the toxicity of materials, protecting the activities of proteins and controlling the release of proteins, still need to be overcome. In this review, the design of hybrid polymer–protein systems, including the selection of polymers and the bonding forms of polymer–protein systems, is presented. Meanwhile, vital considerations, including reaction conditions and the release of proteins in the design process, are addressed. Then, hybrid polymer–protein systems developed in the past decades for cancer therapy, including targeted therapy, gene therapy, phototherapy, immunotherapy and vaccine therapy, are summarized. Furthermore, challenges for the hybrid polymer–protein systems in cancer therapy are exemplified, and the perspectives of the field are covered.