Affinity proteins are multiple types of well-explored small scaffold proteins with excellent tumor targeting performance. However, due to their small size, the balance between rapid blood clearance and efficient tumor accumulation remains a challenge for their clinical application. The covalent targeting mode, endowing the affinity proteins with an irreversible binding ability to their receptor and then decoupling the pharmacodynamic effect from pharmacokinetics, may provide a promising solution for clinical applications of affinity proteins. Herein, we develop a chemical modification strategy to construct covalently targeted affinity protein drugs. Through the chemical attachment with a sulfur(VI) fluoride exchange (SuFEx) chemistry-based maleimide-substituted aryl fluorosulfate (MFS) linker, the engineered affinity protein acquires the capacity to covalently link with its targeting receptor. As a proof of concept, the MFS linker modified affibody-protein drug elicited over 72% covalent binding to the target human epidermal growth factor receptor 2 (HER2) and 185% higher cell uptake than that of the noncovalent control in vitro. In mice, the tumor retention capacity of the covalent affibody-protein drug was 2.01 times greater than that of the control group, ultimately resulting in nearly complete inhibition of tumor growth. Similar enhanced therapeutic efficacy was also obtained in another MFS linker-armed monobody-protein drug targeting the epidermal growth factor receptor (EGFR). In brief, this facile chemical modification strategy provides a general platform for preparing covalently targeted affinity protein drugs, potentially accelerating the application of protein therapeutics in diverse diseases.