Conjugating a hydrophilic and protein-resistant polymer to a protein is a widely used strategy to extend the in vivo half-life of the protein; however, the benefit of the half-life extension is usually limited by the bioactivity decrease. Herein we report a supramolecular self-assembly strategy of site-specific in situ polymerization induced self-assembly (SI-PISA) to address the dilemma. An amphiphilic block copolymer (POEGMA-PHPMA) was directly grown from the C-terminus of an important therapeutic protein interferon-α (IFN) to in situ form IFN-POEGMA-PHPMA conjugate micelles. Notably, the in vitro bioactivity of the micelles was 21.5-fold higher than that of the FDA-approved PEGylated interferon-α PEGASYS. Particularly, the in vivo half-life of the micelles (83.8 h) was 1.7- and 100-fold longer than those of PEGASYS (49.5 h) and IFN (0.8 h), respectively. In a tumor-bearing mouse model, the micelles completely suppressed tumor growth with 100% animal survival, whereas at the same dose, PEGASYS and IFN were much less effective. These findings suggest that SI-PISA is promising as a next-generation technology to remarkably enhance the pharmacological performance of therapeutic proteins with short circulation half-lives.