Layer-by-layer (LbL) self-assembly is an attractive method for the immobilization of macromolecules at interfaces. Integrating proteins in LbL thin films is however challenging due to their polyampholyte nature. Recently, we developed a method to integrate lysozyme into multilayers using protein-polyelectrolytes complexes (PPCs). In this work, we extended this method to a wide range of protein-polyelectrolyte combinations. We demonstrated the robustness and versatility of PPCs as building blocks. LL-37, insulin, lysozyme, and glucose oxidase were complexed with alginate, poly(styrenesulfonate), heparin, and poly(allylamine hydrochloride). The resulting PPCs were then LbL self-assembled with chitosan, PAH, and heparin. We demonstrated that multilayers built with PPCs are thicker compared to the LbL self-assembly of bare protein molecules. This is attributed to the higher mass of protein in the multilayers and/or the more hydrated state of the assemblies. PPCs enabled the self-assembly of proteins that could otherwise not be LbL assembled with a PE or with another protein. Furthermore, the results also show that LbL with PPCs enabled the construction of multilayers combining different proteins, highlighting the formation of multifunctional films. Importantly, we show that the adsorption behavior and thus the multilayer growth strongly depend on the nature of the protein and polyelectrolyte used. In this work, we elaborated a rationale to help and guide the use of PPCs for protein LbL assembly. It will therefore be beneficial to the many scientific communities willing to modify interfaces with hard-to-immobilize proteins and peptides.