Protein nanofibrils were first discovered in the context of misfolding and neurodegenerative diseases but have recently been found in naturally occurring functional materials including algal adhesives, bacterial coatings, and even mammalian melanosomes. These physiologically beneficial roles have led to the exploration of their use as the basis for artificial protein-based functional materials for a range of applications as bioscaffolds and carrier agents. In this work, we fabricate core-shell protein microgels stabilized by protein fibrillation with hierarchical structuring on scales ranging from a few nanometers to tens of microns. With the aid of droplet microfluidics, we exploit fibrillar protein self-assembly together with the aqueous phase separation of a polysaccharide and polyethylene glycol to control the internal structure of the microgels on the micro- and nanoscales. We further elucidate the local composition, morphology, and structural characteristics of the microgels and demonstrate a potential application of core-shell protein microgels for controlling the storage and sequential release of small drug-like molecules. The controlled self-assembly of protein nanofibrils into hierarchical structures can be used in this manner to generate a class of nanomaterials with a range of potential functions and applications.