Proteins are some of the most important components in living organisms. When nanoparticles enter a living system, they swiftly interact with proteins to produce the so-called "protein corona", which depicts the adsorption of proteins on large nanoparticles (normally tens to hundreds of nanometers). However, the sizes of small nanoparticles (typically, fluorescent nanomaterials such as quantum dots, noble metal nanoclusters, carbon dots, etc.) are less than 10 nm, which are comparable or even much smaller than those of proteins. Can proteins also adsorb onto the surface of small nanoparticles to form a "protein corona"? In this perspective, the interactions between small nanoparticles with proteins are discussed in detail, including the main characterization methods and thermodynamic mechanisms. The interaction models are summarized. In particular, the concept of a "protein complex" is emphasized.