Protein powder is a popular nutritional supplement.Protein is an essential macronutrient that helps build muscle, repair tissue, and make enzymes and hormones. Using protein powder may also aid weight loss and help people tone their muscles.it can help you increase strength, gain muscle and lose significant amounts of body fat ( 2 ). However, whey is more than just protein. It contains many other nutrients, some with potent biological effects. In fact, it's one of the best-studied supplements in the world.