The structures of 25 proteins arbitrarily chosen are investigated by fractal geometry, and their fractal dimensions (Df) and conformational entropies S(NO) are calculated by Havlin-Ben Avraham and Monte Carlo method, respectively. Comparison of the Df and S(NO) give the relation: Df = 1.532 - 3.00 x 10(-4) S(NO). The entropy data obtained by Monte Carlo method for the chain of random self-avoiding walks confirm the prediction of renormalization group: S(NO) = 1.544NO + 0.1667 In NO + 0.1570 where NO is the number of residues in a protein chain. Both the Df and S(NO) reflect the conformational properties of a protein molecular chain. The idea resulting from the present communication suggests that the thermodynamic behaviours of proteins may be related to multifractals.