Abstract: This review describes several experimental methods of determining the three-dimensional structures of proteins. In modern biological structure research, the most widely used methods are X-ray crystallography, 2D-nuclear magnetic resonance, and cryo-electron microscopy. The single-molecule technique developed in recent years is finding more and more applications in the studies of dynamics of the biological macromolecules. These methods all have their specific resolutions in temporal and spatial dimensions. The observed structures and dynamics are affected to different degrees and in different ways by the surrounding thermal motions and fluctuations. Therefore, a more detailed analysis of these different effects is presented here. With regard to theoretical methods for protein structure analysis, a new folding theory and its relationship to other folding theories is described. In the discussion of the application of simulation methods in studying protein conformational change and dynamics, both molecular dynamics and Monte Carlo methods are emphasized. It is pointed out that biological problems often involve the treatment of multitime and multilength scale phenomena. Thus, the coarse-grain approach is a feasible solution and a focus of recent development. The author hopes that this review will inspire more collaboration between theoreticians and experimentalists so that we may obtain a better understanding of how protein works.