Microalgae have been used in food, cosmetic, and biofuel industries as a natural source of lipids, vitamins, pigments and antioxidants for a long time. Green microalgae, as potent photobioreactors, can be considered as an economical expression system to produce recombinant therapeutical proteins at large-scale due to low cost of production and scaling-up capitalization owning to the inexpensive medium requirement, fast growth rate, and the ease of manipulation. These microalgae possess all benefit eukaryotic expression systems including the ability of post-translational modifications required for proper folding and stability of active proteins. Among the many items regarded as recombinant protein production, this review compares the different expression systems with green microalgae like Dunaliella by viewing the nuclear/chloroplast transformation challenges/benefits, related selection markers/reporter genes, and crucial factors/strategies affecting the increase of foreign protein expression in microalgae transformants. Some important factors were discussed regarding the increase of protein yielding in microalgae transformants including: transformation-associated genotypic modifications, endogenous regulatory factors, promoters, codon optimization, enhancer elements, and milking of recombinant protein.