Abstract Four different types of layer-by-layer films were assembled on solid surfaces and designated as PDDA/{ZrO 2 } n , {PDDA/ZrO 2 } n , {PDDA/NP-ZrO 2 } n , and {PDDA/PSS} n , where ZrO 2 stands for zirconia sol–gel formed by vapor-surface sol–gel deposition, NP-ZrO 2 represents ZrO 2 nanoparticles, PDDA is poly(diallyldimethylammonium), and PSS is poly(styrenesulfonate). When these films were immersed in myoglobin (Mb) solutions, Mb could be gradually “absorbed” or loaded into the films, and the Mb-loaded films at pyrolytic graphite (PG) electrodes demonstrated nearly reversible cyclic voltammetric (CV) responses for Mb Fe III /Fe II couple and good electrocatalytic property toward H 2 O 2 . The electrochemical and electrocatalytic activity of Mb in these films exhibited the sequence of PDDA/{ZrO 2 } n -Mb > {PDDA/ZrO 2 } n -Mb > {PDDA/NP-ZrO 2 } n -Mb > {PDDA/PSS} n -Mb. Among the four types of films, PDDA/{ZrO 2 } n films, formed by repeated vapor-surface sol–gel deposition of ZrO 2 on PDDA surface, demonstrated better porosity and permeability, and thus could load more amounts of Mb from its solutions. Also because of the better porosity of PDDA/{ZrO 2 } n -Mb films, the small counterions in buffer solution could get into and out of the films more easily, also resulting in the better CV responses of the films according to the mechanism of electron hopping. UV–vis and FTIR spectroscopic studies suggest that Mb in these films essentially retains its native structure. The protein-loaded multilayer films are a novel kind of protein layer-by-layer films, which provide a new route to immobilize proteins and may provide a foundation for fabricating the third generation biosensors based on the direct electrochemistry of enzymes.