Compartmentalization is a hallmark of living systems. Through compartmentalization, ubiquitous protein nanocages such as viral capsids, ferritin, small heat shock proteins, and DNA-binding proteins from starved cells fulfill a variety of functions, while their shell-like structures hold great promise for various applications in the field of nanomedicine and nanotechnology. However, the number and structure of natural protein nanocages are limited, and these natural protein nanocages may not be suited for a given application, which might impede their further application as nanovehicles, biotemplates or building blocks. To overcome these shortcomings, different strategies have been developed by scientists to construct artificial protein nanocages, and 1D, 2D and 3D protein arrays with protein nanocages as building blocks through genetic and chemical modification to rival the size and functionality of natural protein nanocages. This review outlines the recent advances in the field of the design and construction of artificial protein nanocages and their assemblies with higher order, summarizes the strategies for creating the assembly of protein nanocages from zero-dimension to three dimensions, and introduces their corresponding applications in the preparation of nanomaterials, electrochemistry, and drug delivery. The review will highlight the roles of both the inter-subunit/intermolecular interactions at the key interface and the protein symmetry in constructing and controlling protein nanocage assemblies with different dimensions.