Breast cancer remains one of the leading causes of cancer-related mortality among women worldwide, highlighting the need for safer and more effective chemopreventive strategies. Although many phytochemicals can modulate key molecular processes involved in breast carcinogenesis, their chemopreventive potential largely depends on delivery strategies that preserve their biological activity and enable efficient accumulation at the target site. Protein-based nanocarriers have emerged as promising delivery systems capable of improving the protection, solubility, cellular uptake, targeted delivery, and controlled release of bioactive compounds in tumor tissues. This review summarizes recent advances in selected animal- and plant-derived protein nanocarriers used for the encapsulation and delivery of natural compounds in breast cancer chemoprevention. Particular attention is given to their physicochemical properties, encapsulation performance, release behavior, biological activity, targeting potential, and translational limitations. Furthermore, the mechanisms underlying the enhanced anticancer activity of encapsulated phytochemicals, including improved stability, receptor-mediated uptake, pH-responsive release, apoptosis induction, oxidative stress modulation, and inhibition of tumor growth and metastasis, are highlighted. Current challenges, including enzymatic degradation, formulation instability, immunogenicity concerns, manufacturing scalability, and limited clinical evidence, remain important barriers to translation. Overall, selected protein-based nanocarriers represent promising multifunctional platforms for improving the chemopreventive potential of natural compounds in breast cancer.