Protein-conjugated gold nanoparticles (protein-Au NPs) have been extensively applied in the field of biochemistry due to their unique properties. It is of great significance to regulate the protein loading, reduce the loss of protein activity, and enhance the stability and accessibility of protein-Au NPs for their biochemical application. Herein, we investigated the freezing-assisted strategy for binding proteins to Au NPs, which was effective for various proteins and Au NPs with different sizes. The protein-Au NPs prepared by this freezing strategy exhibited better stability and higher protein loading compared to those prepared by typical direct adsorption (shaking) strategy. Based on this, we proposed a freezing-assisted and affinity-mediated strategy to conjugate proteins to Au NPs. In this strategy, biotinylated BSA (BSA-Bio) was employed as a mediator to bind protein to Au NPs through bioaffinity interaction. By attaching streptavidin-conjugated HRP (SA-HRP) onto Au NPs in this way, a nanoparticle denoted as Au NPs@BSA-Bio@SA-HRP was obtained. And we discovered that the protein loading of this nanoparticle prepared with 68 nm Au NPs was astonishingly 253 times higher than that of shaking strategy under the same conditions. In view of the advantages of this freezing-assisted and affinity-mediated strategy, we prepared antibody- and BSA-Bio-conjugated Au NPs for the immunoassay of interleukin-6 (IL-6). A limit of detection of 3.39 pg/mL was achieved, which was 7.4 times more sensitive than the conventional method. This study offered a new insight for protein conjugation and demonstrated a great potential for practical applications.