Isolating solvent effects by studying proteins in a liquid phase devoid of solvent has not been previously possible because freeze-dried protein solids do not melt but thermally degrade. Herein we circumvent this problem by modifying the interactions between myoglobin molecules via a polymer-surfactant coronal layer to produce a solvent-free liquid phase that is thermally stable over a wide temperature range. Using high-resolution synchrotron radiation circular dichroism and UV-Vis spectroscopies we determine the temperature-dependent structure and re-folding behaviour of cationized myoglobin under solvent-free conditions, and show that dehydration and subsequent melting of the nanoconstruct has no significant effect on the protein secondary structure at room temperature. Significantly, the solvent-free liquid myoglobin molecules exhibit hyper-thermophilic behaviour and can be reversibly re-folded by cooling from 155 °C. We attribute the abnormally high thermal stability and persistence of protein folding to entropic contributions associated with macromolecular crowding and confinement, and propose that re-folding in the absence of a solvent shell is facilitated by the configurational flexibility and molecular interactivity of the polymer surfactant coronal layer.