Considering the need for sustainable development in packaging production and environmental protection, a material based on lyophilized protein structures intended for frozen food packaging was produced and its selected thermophysical properties were characterized. Analyses of density, thermal conductivity and thermal diffusivity were performed and strength tests were carried out for lyophilized protein structures with the addition of xanthan gum and carboxymethyl cellulose. Packagings were made of new materials for their comparative assessment. Then, the surface temperature distribution during thawing of the deep-frozen product inside the packaging was tested. In terms of thermal insulation capacity, the best properties were obtained for sample B4 with a thermal conductivity of λ = 0.06 W∙(mK)−1), thermal capacity C = 0.29 (MJ∙(m3K)−1) and thermal diffusivity a = 0.21 (mm2∙s−1). The density and hardness of the obtained lyophilized protein structures were significantly lower compared to foamed polystyrene used as a reference material. Thermal imaging analysis of the packaging showed the occurrence of local freezing. Lyophilized protein structures obtained from natural ingredients meet the needs of consumers and are environmentally friendly. These were made in accordance with the principles of sustainable development and can be an alternative material used for the production of frozen food packaging.