Cathepsin B is a cysteine protease that has important effects on the quality of muscle products. In this study, the changes of cathepsin B activity and its relation to muscle proteins were investigated in intact and beheaded shrimp during chilled and frozen storage. The obtained results indicated that the water holding capacity (WHC), shear force, hardness, and myofibrillar protein (MP) content all significantly decreased in both the intact and beheaded shrimp samples with increasing storage period (p<0.05). Specifically, beheading shrimp exhibited much more stable characteristics than intact shrimp samples during both chilled and frozen storage. The enzyme activity results suggested that cold temperature and storage induced the release of cathepsin B from the lysosomes to the mitochondria, sarcoplasm, and myofibrils in the muscle tissues. Furthermore, SDS-PAGE and transmission electron microscopy (TEM) analysis revealed that beheading the shrimp greatly inhibited the dissociation of shrimp muscle proteins during storage. The current findings suggest that cathepsin B located in the head of shrimp was likely transferred to the muscle through the first abdominal segment during storage, accelerating the dissociation of the muscle proteins. Therefore, beheading the shrimp was conducive to prolonging the shelf-life of stored shrimp products.