The spatial structure and dynamics of hen egg white lysozyme have been investigated by small-angle and inelastic neutron scattering. Analysis of the results was carried using the fractal approach, which allowed determination of the fractal and fracton dimensions of lysozyme, i.e., consideration of the protein structure and dynamics by using a unified approach. Small-angle neutron scattering studies of thermal denaturation of lysozyme have revealed changes in the fractal dimension in the vicinity of the thermal denaturation temperature that reflect changes in the spatial organization of protein.