The very first report of thermodynamic characterization of met-myoglobin (Mb), met-hemoglobin (Hb) and hen egg-white lysozyme (lys) intercalated in the galleries of zirconium (IV) phosphate (α-Zr(HPO₄)₂.H₂O, abbreviated as α-ZrP) using differential scanning calorimetry (DSC) is reported here. Benign intercalation of proteins with significant retention of native-like structure for the intercalated proteins was carried out, prior to the DSC studies. DSC indicated a heterogeneous population of the intercalated proteins, and the sample denatured over a wide temperature range. The Mb/α-ZrP DSC profile, for example, indicated two distinct peak maximums, one at 50 ⁰C and another at 87 ⁰C, suggesting that a fraction of the bound protein denatures at a Tm greater than that of the free Mb(~82 ⁰C) . Furthermore, the thermograms of bound Mb, indicated a greater degree of reversibility on the calorimetric timescale as compared to free Mb, and this is a novel observation. Similarly, two distinct transitions were also observed for Lys/α-ZrP while Hb/α-ZrP showed a broad transition covering from 35 ⁰C to 100 ⁰C. The higher melting fraction of the bound protein increased with the increase in the scan rates and also as a function of higher loading, which suggests that part of the denaturation process is kinetically controlled and protein-protein interactions contribute to the more stable fraction, respectively. Hence, for the first time, the DSC studies provided data to distinguish between the moving-boundary model and the uniform distribution model for the intercalation of proteins in α-ZrP, the latter being more likely to dominate here.