The aim of this study was to develop a supercritical carbon dioxide (scCO₂) spray process to coat solid protein particles with a hydrophilic polymer. The final purpose is to manufacture drug particles exhibiting controlled release behaviour in patients. Lysozyme microparticles (about 20 μm) were suspended in a vessel into which a dextran sulphate (DS) solution was dispersed by scCO₂ via a nozzle. Upon interaction with the droplets, DS was deposited onto or mixed with suspended lysozyme particles. Particles of about 100 μm were obtained. The zeta-potential analysis and elemental analysis indicated that the top layer of the particles consisted of both lysozyme and DS. Some of the produced particulate materials showed retarded lysozyme release when exposed to water or phosphate buffered saline, holding promise for future production of controlled drug delivery systems for therapeutic proteins.