The investigation focused on the batter properties, baking performance, and retrogradation behavior of gluten-free sponge cakes after partial (15%, 30%, and 45%) substitution of glutinous rice flour with exogenous protein, including whey protein isolates (WPI), egg white protein (EWP), and soy protein isolate (SPI). The viscoelastic properties and apparent viscosity of batter positively correlated with substitution levels, with SPI superior to WPI and EWP. WPI could produce batter with smaller and more evenly distributed cells, contributing to an enhanced specific volume of the cake due to its stabilizing effect of gas cells to form viscoelastic films. The gelatinization of starch granules proved to be constrained by the incorporation of WPI and SPI, as evidenced by elevated gelatinization temperature and reduced enthalpy change values. The restriction could be attributed to the strengthened hydrogen bonding between the starch and protein, which subsequently alleviated the retrogradation and water redistribution of cake during storage. An unpleasant eggy or beany flavor of cake was generated at 45% substitutions of EWP and SPI. In comparison, 30% WPI contributed to an appealing aroma and mouthfeel, making it a nutritional supplement to enhance its protein content while maintaining its fine sensory attributes of gluten-free sponge cake.