C-Phycocyanin (PC) and B-phycoerythrin (PE) are light-harvesting water-soluble phycobiliproteins from microalgae that belong mainly to the cyanobaceria and rhodhophytes families. Different methods have been developed for PC and PE extraction and purification from microalgae, and offer a high potential for their use as additives in sectors such as food and cosmetics. However, the main limitations of using these dyes are the sensitivity of their environmental factors, such as light fastness, temperature, and pH. We successfully employed safe lamellar nanoclays such as montmorillonite (M) and Laponite (L) for phycobiliproteins stabilization, as we did before with other natural dyes. We obtained a wide color gamut from blues to pink by combining four different factors under synthesis conditions: three dye concentrations; two laminar nanoclay sizes; a two nanoclay surface modifiers combination with cetylpyridinium bromide (CPB) and a coupling agent (3-Aminopropyl) triethoxysilane. The experimental conditions were defined according to a multilevel factorial design of experiment (DOE) to study the factors interacting in the final hybrid pigment characteristics. In both M and L, the d001 distance (nm) increased due to PC and PE adsorption. The best conditions to increase the basal space depend on the nanoclay structure, and it is better to use the surfactant for M, and silane modification for L. In addition, optical and thermal PE and PC properties significantly improved. We show the optimal synthesis conditions to increase PC and PE adsorption using the high dye concentration, with surfactant and silane depending on the nanoclay. The hybrid pigments from these phycobiliproteins offer the opportunity to perform several industrial applications, including in polymer additives, cosmetics, and packaging.