Studying protein interactions at low temperatures has important implications for optimizing cryostorage processes of biological tissue, food, and protein-based drugs. One of the major issues is related to the formation of ice nanocrystals, which can occur even in the presence of cryoprotectants and can lead to protein denaturation. The presence of ice nanocrystals in protein solutions poses several challenges since, contrary to microscopic ice crystals, they can be difficult to resolve and can complicate the interpretation of experimental data. Here, using a combination of small- and wide-angle X-ray scattering (SAXS and WAXS), we investigate the structural evolution of concentrated lysozyme solutions in a cryoprotected glycerol-water mixture from room temperature (T = 300 K) down to cryogenic temperatures (T = 195 K). Upon cooling, we observe a transition near the melting temperature of the solution (T ≈ 245 K), which manifests both in the temperature dependence of the scattering intensity peak position reflecting protein-protein length scales (SAXS) and the interatomic distances within the solvent (WAXS). Upon thermal cycling, a hysteresis is observed in the scattering intensity, which is attributed to the formation of nanocrystallites in the order of 10 nm. The experimental data are well described by the two-Yukawa model, which indicates temperature-dependent changes in the short-range attraction of the protein-protein interaction potential. Our results demonstrate that the nanocrystal growth yields effectively stronger protein-protein attraction and influences the protein pair distribution function beyond the first coordination shell.