The nonionic surfactant of sorbitan trioleate (Span 85) was modified with Cibacron Blue F-3GA (CB) as an affinity surfactant (CB-Span 85) to form affinity-based reversed micelles in n-hexane. The reversed micelles formed by the mixture of Span 85 and CB-Span 85 conjugate were extensively characterized in water content, hydrodynamic radius, and aggregation number. The results show that the water content and hydrodynamic radius of the reversed micelles were significantly increased by the introduction of CB ligands (CB-Span 85 conjugate), and the reversed micelles with CB-Span 85 conjugate had a wider aggregation number distribution than the Span 85 reversed micelles. Using lysozyme as a model protein, protein solubilization by the reversed micelles was investigated. Lysozyme solubilization increased significantly with the coupled CB concentration, indicating that the extraction was based upon the affinity interactions between lysozyme molecules and the CB ligand. High solubilization of lysozyme was obtained by the affinity-based reversed micelles of 62.7 mmol/L Span 85 with coupled CB higher than 0.25 mmol/L. Lysozyme recovery was carried out using a stripping solution of high ionic strength. The recovered lysozyme exhibited an activity equivalent to the native lysozyme and its secondary structure was also unchanged. The results indicate that the reversed micellar system would find potential application in protein separation.