The self-organizing complexes with hyaluronic acid (HA) and polydopamine (PDA), an adhesion mediator via hydrogen bonding, were investigated for use as protein drug carriers. The complexes were prepared with HA of different molecular weights (20 kDa and 200 kDa) and various molar ratios of dopamine and lysozyme, a model protein. Dopamine-conjugated HA (HADA)/PDA complexes were prepared by one-pot synthesis by relying on the self-polymerization of dopamine under oxidative, weakly basic conditions. Lysozyme was bound via coacervation and hydrogen bonding into HADA/PDA complexes. Complex diameters were 100–300 nm, based on transmission electron microscopy image and dynamic light scattering findings. Circular dichroism and differential scanning calorimetry showed that a stable protein formulation was obtained without degradation while preserving the thermal characteristics of lysozyme. Transition temperature (Tm) of the HADA/PDA/lysozyme complex (1:10:0.05 ratio) was 72.45 °C, which is close to the Tm of the native lysozyme (72.46 °C). The efficacy of complexes was also evaluated to protect the structural stability of lysozyme. Lysozyme (0.33 mol) was complexed with HA monomer; consequently, lysozyme activity in the HADA/PDA complex was not affected from short-term degradation. Protein encapsulation and efficacy of the formulations showed successful complexation as protein carriers, thus suggesting an effective combinatory protein delivery system.