Direct incorporation of proteins into electrospun meshes using approaches such as blend electrospinning can promote adverse interactions with hydrophobic polymers, organic solvents and high voltage, potentially leading to loss of protein activity. However, pre-encapsulation within a protective carrier phase can preserve protein conformation by avoiding exposure to harsh processing conditions. In this study, bovine serum albumin (BSA) was loaded within cellulose microparticles (MPs) and the BSA-loaded MPs were dispersed in a solution of poly(ethylene oxide) (PEO). Particle-mesh composites were created using a sacrificial fiber/co-electrospinning approach in which the BSA/MP/PEO solution was simultaneously electrospun against a poly(caprolactone) (PCL) solution. Post-fabrication, sacrificial PEO fibers were selectively dissolved by treatment with ethanol. Microscopy, weight loss analysis and FTIR spectroscopy together confirmed selective dissolution of PEO fibers and the retention of BSA-loaded MPs within the PCL network without significant loss of either the MPs or the protein. Circular dichroism spectroscopy and intrinsic fluorescence measurements on BSA extracted from the co-electrospun meshes indicated minimal disruption to secondary structure, although partial sheet induction was observed. In contrast, direct exposure of BSA to four commonly used electrospinning solvents resulted in a large decrease in helical content and significant induction of sheets, revealing significant changes to the secondary structure. In summary, our results demonstrate the protective role of MPs in minimizing adverse effects of electrospinning on the secondary structure of incorporated protein. © 2020 Wiley Periodicals LLC.