The entrapment of a protein in porous poly(d,l‐lactide‐co‐glycolide) (PLGA) microspheres is demonstrated through the closure of their outer surface pores for sustained delivery of the protein. The porous PLGA microspheres with less than 10 μm in size are prepared by electrospraying. Aqueous solutions containing fluorescein isothiocyanate‐dextran or bovine serum albumin (BSA) are penetrated into the inner pores as a result of vacuum treatment, and the outer surface pores of the porous PLGA microspheres are then closed using a solvent (dimethyl sulfoxide) to ensure entrapment of the macromolecules. Confocal microscopy images confirm the presence of a large amount of the macromolecules inside the porous structure. Circular dichroism spectroscopy and release analysis reveal that BSA is entrapped without denaturation and released in a sustained manner for a period of over 2 months, respectively.