It is known that the therapeutic protein administration usually requires frequent doses due to the short residence times of protein in blood. Development of novel sustained drug release systems would help to overcome this drawback. Therefore, the interest in sustained release of macromolecular drugs, such as peptides and proteins has grown exponentially in the last decades. This review aims to give an overview of the recent design concepts of porous hydrogels and their applications as carriers in controlled delivery of macromolecular drugs. The main concern about the incorporation of proteins in such carriers relates to the biocompatibility of the gels and the preservation of protein activity. pH and temperature responsive hydrogels based mainly on polysaccharides, such as chitosan and alginate, and biocompatible synthetic polymers have attracted much of the attention. Synthesis parameters of the hydrogels, such as polymer concentration, synthesis strategy, cross-linker nature and concentration, which could influence the incorporation, sustained release, and activity of proteins, will be discussed in the chapter.