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A novel drug delivery system (DDS) with sustained release properties was developed to allow ocular protein delivery. The DDS developed is aimed at overcoming stability issues during preparation such as denaturation of proteins caused by shear forces applied or due to elevated temperatures and air entrapment potentially causing oxidation of the molecule. The rod-shaped HPMC inserts were loaded with lysozyme and several HPMC types were studied and compared. An aqueous colloidal HPMC solution (hydrogel) was prepared and subsequently dried at 150 °C to dehydrate the polymer solution. This partially dehydrated polymer cylinder was loaded with an aqueous glycerol/lysozyme solution at 2 °C. A 24 full factorial design was set up to evaluate the effect of the different preparation parameters on water uptake and release properties. As a result, four out of sixteen formulations revealed homogenous distribution for lysozyme in both duplicates. The change in water uptake over time was dependent on the type of HPMC polymer used but not between the chosen HPMC percentages. After 240 min, 50% of lysozyme loaded was released depending on the chosen formulation. Lysozyme molecules exhibit slower release from a K100M matrix compared to E10M inserts, albeit the overall effect is relatively limited.