Natural polymers have been extensively utilized in the past decades due to their outstanding features. Among these natural excipients, protein‐based polymers have superb features owing to their high drug binding capacity and biodegradability. Whey protein is a versatile protein‐based vehicle for drug delivery systems. It has been shown to be nontoxic, biocompatible, and biodegradable. Therefore, it has been considered as an ideal biomaterial for the design of advanced drug delivery systems. Protein‐based cargo acts as synthetic polymers counterpart for innovative delivery systems. The current review is mainly focused on application of whey proteins as an emerging carrier in drug delivery systems, achieved during the past.