Anthocyanin, a unique natural polyphenol, is abundant in plants and widely utilized in biomedicine, cosmetics, and the food industry due to its excellent antioxidant, anticancer, antiaging, antimicrobial, and anti-inflammatory properties. However, the degradation of anthocyanin in an extreme environment, such as alkali pH, high temperatures, and metal ions, limits its physiochemical stabilities and bioavailabilities. Encapsulation and combining anthocyanin with biomaterials could efficiently stabilize anthocyanin for protection. Promisingly, natural or artificially designed proteins and peptides with favorable stabilities, excellent biocapacity, and wide sources are potential candidates to stabilize anthocyanin. This review focuses on recent progress, strategies, and perspectives on protein and peptide for anthocyanin functionalization and delivery, i.e., formulation technologies, physicochemical stability enhancement, cellular uptake, bioavailabilities, and biological activities development. Interestingly, due to the simplicity and diversity of peptide structure, the interaction mechanisms between peptide and anthocyanin could be illustrated. This work sheds light on the mechanism of protein/peptide-anthocyanin nanoparticle construction and expands on potential applications of anthocyanin in nutrition and biomedicine.