Mammalian hemoglobins (HB) are a kind of heme-binding proteins that play crucial physiological roles in various organisms. The traditional techniques employed for the extraction of HB are expensive and time-consuming, while the yields of mammalian HB in previous reports were quite low. The industrial Pichia pastoris is a highly effective platform for the secretory expression of heterologous proteins. To achieve efficient secretory expression of HB in P. pastoris, multiple strategies were applied, including the selection of a suitable host, the screening of optimal endogenous signal peptides, the knockout of VPS10, VTH1, and PEP5, and the co-expression of Alpha-Hemoglobin Stabilizing Protein (AHSP). In addition, the conditions for producing HB were optimized at shaking-flask level (BMMY medium with 100 mg/L of hemin, 2% methanol, and 24 °C). Based on these conditions, the higher titers of bovine hemoglobin (bHB, 376.9 ± 13.3 mg/L), porcine hemoglobin (pHB, 119.2 ± 7.3 mg/L), and human hemoglobin (hHB, 101.1 ± 6.7 mg/L) were achieved at fermenter level. The engineered P. pastoris strain and comprehensive strategies can also be applied to facilitate the synthesis of other high-value-added hemoproteins or hemoenzymes.