The invention relates to a construction method for co-expression hemoglobin VHb and cellulase protein in pichia pastoris, in particular to cellulase protein gene codon optimization and construction of a cellulase protein and vitreoscilla hemoglobin protein (VHb)-co-expressed pichia pastoris system. According to the construction method, codon bias optimization is performed on the nucleotide sequence of EG II (GenBank Accession No.DQ178347.1) through Gene Designer (DNA2.0, Menlo Park, CA, USA) software, a pPIC9K-eg2 expression vector is constructed, and a recombined pichia pastoris strain is obtained by taking Pichiapastoris GS115 as a host through electrotransformation. In addition, the nucleotide sequence of the VHb (GenBank Accession No.M30794.1) is obtained from NCBI and artificially synthesized into a gene, then a pPICZalphaA-vgb expression vector is constructed, and the co-expressed pichia pastoris strain is obtained by taking the recombined pichia pastoris strain containing the EG II gene as a host through electrotransformation. Detection shows that the co-expressed strain is improved on the aspects of bacterial concentration growth and enzyme activity, wherein the OD600 value is increased by 7.2%, and the enzyme activity is improved by 2.2%.