In order to develop improved lipid-based implants for proteins, the applicability of twin screw extrusion as a manufacturing strategy was investigated. Using lipid blends of low and high melting lipids, extrusion could be performed at moderate temperatures. In addition to the lipids, the implant systems contained 10% rh-interferon alpha-2a (IFN-alpha) co-lyophilised with hydroxypropyl-beta-cyclodextrin (HP-beta-CD), and 10% or 20% polyethylene glycol (PEG), respectively. Protein integrity was analysed by SDS-PAGE after extraction. FTIR-spectroscopy was used as a non-invasive method to assess the secondary protein structure of IFN-alpha within the lipid extrudates. Both methods indicate the preservation of the protein structure. Depending on the diameter of the prepared extrudates and on the PEG content of the system, protein release occurred in a sustained manner over 15, 40, or 60 days. Interestingly, extrudates with a smaller diameter revealed a continuous release profile, whereas extrudates with a diameter of 1.9 mm delivered IFN-alpha in a triphasic profile with a burst, lag and linear release phase lasting over 13 or 26 days. In conclusion, lipid implants for proteins can be prepared by twin screw extrusion in an elegant and controllable manner that allows the adjustment of release characteristics.