Therapeutics based on proteins and peptides have profoundly transformed the landscape of treatment for diseases, from diabetes mellitus to cancers, yet the short half-life and low bioavailability of therapeutic proteins and peptides hinder their wide applications. To break through this bottleneck, biomolecules-loaded polymersomes with strong adjustability and versatility have attracted more and more attentions recently. Loading proteins or peptides into polymersomes is the first but extremely important step towards developing high-quality formulation products. However, increasing protein and peptide loading content is quite challenging due to the inherent nature of self-assembled vesicle formation mechanism and physiochemical characteristics of biomacromolecules. This review highlights the potential of polymersomes as the next-generation therapeutic proteins and peptides carrier and emphatically introduces novel approaches and recent progress to achieve satisfactory encapsulation capability of polymersomes for proteins and peptides. On the one hand, with the help of intermolecular interactions, such as electrostatic, lipid-protein, and hydrophobic interactions, the drug loading could be significantly improved. On the other hand, loading improvement could be attained through innovation of preparation methods, ranging from modified traditional film hydration techniques to the novel phase-guided assembly method.