In prior research it has been demonstrated that methylated β-cyclodextrins-threaded acid-labile polyrotaxanes (Me-PRXs) exhibit a lower critical solution temperature (LCST) and form coacervate droplets above their LCST. In this study, the encapsulation of proteins in coacervate droplets and the pH-responsive release of proteins, through the acid-induced dissociation of the Me-PRX, were investigated. The coacervate droplets encapsulate various proteins, such as bovine serum albumin (BSA), lysozyme, and β-galactosidase, at pH 7.4, into their hydrophobic inner phase. Concomitant with the pH-dependent dissociation of the Me-PRXs, the coacervates degraded below pH 6.5 and released encapsulated proteins, with the intrinsic activity of proteins maintained. Additionally, the subcutaneous injection of coacervate droplets encapsulating BSA in mice revealed that the retention time of the BSA at the injection site was prolonged compared to that of free BSA. Altogether, the coacervate droplets of the Me-PRX would be utilized as a new class of pH-responsive and injectable carrier for the controlled release of therapeutic proteins.