Chemotherapy is one of the main treatments for cancer; however, it usually causes severe atrophy of immune organs and self-immunity damage to patients. Human lactoferrin (hLF) is a multiple biofunctional protein in regulating the immune response and thus holds great promise to alleviate chemotherapy-caused immunosuppression. However, a sufficient hLF resource and efficient delivery of hLF remain a challenge. Here, we provide a useful strategy to simultaneously solve these two problems. A silk sericin hydrogel system delivering recombinant hLF (SSH-rhLF) was fabricated to alleviate the chemotherapeutic drug-caused side effects by rhLF-carrying silk cocoons, which were cost-effectively produced by a transgenic silkworm strain as the resource. SSH-rhLF with a uniform porous microstructural morphology, a dominant β-sheet internal structure, adjustable concentration and sustainable release of the rhLF, and non-cytotoxicity properties was demonstrated. Interestingly, the sericin hydrogel showed effective protection of the rhLF from degradation in the stomach and small intestine, thus prolonging the bioactivity and bioavailability of rhLF. As a result, the oral administration of SSH-rhLF with a low rhLF dose showed significant therapeutic effects on enhancing the immune organs of cyclophosphamide (CTX)-treated mice by protecting the splenic follicles, promoting the expression of immunoregulatory factors, and recovering the intestinal flora family from CTX-induced imbalance, which were similar to those achieved by oral administration of a high dose of free hLF in the solution form. The results suggest that the strategy of producing rhLF silk cocoons via feeding transgenic silkworms overcomes well the shortage of rhLF resources, improves the bioavailability of oral rhLF, and alleviates the side effects of chemotherapeutic drugs on immune organs. The oral SSH-rhLF will be promising for applications in cancer chemotherapy and immunity enhancement of patients.