The low frequency depolarized Raman spectra of 100 mg/ml aqueous solutions of hen egg white lysozyme (HEWL) have been collected in the 25-85 °C range. Short and long exposures to high temperatures have been used to modulate the competition between the thermally induced reversible and irreversible denaturation processes. A peculiar temperature evolution of spectra is evidenced under prolonged exposure of the protein solution at temperatures higher than 65 °C. This result is connected to the self-assembling of polypeptide chains and testifies the sensitivity of the technique to the properties of both protein molecule and its surrounding. Solvent free spectra have been obtained after subtraction of elastic and solvent components and assigned to a genuine vibrational contribution of hydrated HEWL. A straight similarity is observed between the solvent-free THz Raman feature and the vibrational density of states as obtained by molecular dynamics simulations; according to this, we verify the relation between this spectroscopic observable and the effective protein volume, and distinguish the properties of this latter respect to those of the hydration shell in the pre-melting region.