To fabricate nanoscale proteinosomes, thermoresponsive miktoarm polymer protein bioconjugates were prepared through highly efficient molecular recognition between the β-cyclodextrin modified BSA (CD-BSA) and the adamantyl group anchored at the junction point of the thermoresponsive block copolymer poly(ethylene glycol)-b-poly(di(ethylene glycol) methyl ether methacrylate) (PEG-b-PDEGMA). PEG-b-PDEGMA was synthesized by the Passerini reaction of benzaldehyde-modified PEG, 2-bromo-2-methylpropionic acid, and 1-isocyanoadamantane, followed by the atom transfer radical polymerization of DEGMA. Two block copolymers with different chain lengths of PDEGMA were prepared, and both self-assembled into polymersomes at a temperature above their lower critical solution temperatures (LCST). The two copolymers can undergo molecular recognition with the CD-BSA and form miktoarm star-like bioconjugates. The bioconjugates self-assembled into ∼160 nm proteinosomes at a temperature above their LCSTs, and the miktoarm star-like structure has a great effect on the formation of the proteinosomes. Most of the secondary structure and esterase activity of BSA in the proteinosomes were maintained. The proteinosomes exhibited low toxicity to the 4T1 cells and could deliver model drug doxorubicin into the 4T1 cells.