The invention discloses a method for treating protein powder through extrusion and application thereof, and belongs to the technical field of functional foods. In terms of commercially available high-protein nutritional bar formulas and the problems of texture hardening and the like during the shelf life, the method is provided and comprises the following steps of putting whey isolate protein, soyisolate protein and sodium caseinate into a co-rotating twin-screw extruder, and extruding at the speed of 240 rpm, wherein the extrusion pretreatment parameters are set as follows: the temperature is 75 + / -2 DEG C, and the moisture content is adjusted to 38 + / -1%; and conducting cooling and granulating, grinding into powder after freeze-drying in vacuum, conducting sieving twice to obtain modified protein powder, and hermetically storing the protein powder for later use. According to the invention, sugar alcohol is used for replacing part of syrup, so that the quality deterioration of nutritional bars caused by Maillard reaction is slowed down, and the situation that the protein bars belong to an intermediate moisture food, of which the appearance, color, flavor, texture, nutritional characteristics and other qualities of the protein bars may be greatly changed in the storage process is avoided; and partial sugar alcohol is adopted for replacement, so that a certain adhesion degree is guaranteed, and meanwhile, the softness in the texture is effectively guaranteed.