The fabrication of nanogels as effective protein carriers has attracted great interest. However, the preparation of protein-loading nanogels usually involves the use of organic solvents, surfactants, and small-molecule cross-linkers, which have negative effects on the protein structure and activity. Herein, a strategy is developed aiming at synthesizing protein-loading nanogels in a protein-friendly way in which proteins with abundant amino groups work as cross-linkers and react with polymers in phosphate buffer at room temperature without introducing any small organic molecules. The thermo-responsive polymer poly(di(ethylene glycol)methyl ether methacrylate-co-poly(ethylene glycol)methyl ether methacrylate-co-2-(2-(2-hydroxyethyl)disulfanyl)ethyl methacrylate-co-2-(2-(2-((4-nitrophenoxy)carbonyloxy)ethyl)disulfanyl)ethyl methacrylate) (P(DEGMA-co-PEGMA-co-HODMA-co-NPCD)) was synthesized by reversible addition–fragmentation chain transfer (RAFT) polymerization and the NPCD units on the polymer reacted with the amino groups of the model protein bovine serum albumin (BSA) to prepare the nanogel. The nanogel was thermo-responsive with a phase transition temperature at 38 °C. At temperature above the transition temperature, the polymers collapsed leading to the shrinkage of the nanogel. In the nanogel, BSA molecules were connected to the polymers through redox-responsive self-immolative dithioethyl carbamate bonds. Once treated with glutathione or dithiothreitol, the nanogel dissociated and underwent traceless release of BSA with the amino groups, secondary structure, and activity maintained. The nanogel showed low toxicity towards NIH 3T3 cells. Lysozyme was also used as a model protein to investigate the application of the method on different proteins. It was demonstrated that lysozyme could be encapsulated into the nanogel effectively and released with the secondary structure and activity maintained.