Proteinaceous binding media, including animal glue, egg white, egg yolk and porcine blood, were widely used for organic cultural relics in China. Gas chromatography/mass spectrometry (GC/MS) and pyrolysis-gas chromatography/mass spectrometry (Py-GC/MS) are often used for their identification. According to literature reviews, marker compounds of animal glue and egg yolk are relatively clear, but those of egg white and porcine blood are still controversial. However, there is no further subdivision of animal glue in the literature, and marker compounds of egg yolk are consistent with other materials commonly used for ancient organic objects, such as wax, oil and lacquer, which makes it difficult to identify egg yolk in complex ancient objects. In our study, thermally assisted hydrolysis-methylation pyrolysis-gas chromatography/mass spectrometry (THM-Py-GC/MS) was used to analyze six kinds of proteinaceous binding media—bone glue, hide glue, fish maw glue, egg white, egg yolk and porcine blood—which were commonly used for ancient murals, paintings and other cultural relics. Their spectra were analyzed according to the RAdICAL system developed by the Getty Conservation Institute, and their characteristic pyrolysis products were also summarized. The results show that 1) pyrroles, especially pyrrole, diketodipyrrole and diketopiperazines can be used as recognition components of bone glue and hide glue; 2) besides pyrroles mentioned above, recognition components of fish maw glue also include cholesterols; 3) indoles, blood/egg white marker compounds, prolines and trimethyl phosphate are recognition components of egg white and porcine blood, and cholesterol compounds are also recognition components of porcine blood in addition to the above four kinds of compounds; 4) recognition components of egg yolk are trimethyl phosphate, egg yolk marker and cholesterols. According to this method and data interpretation, the six common proteinaceous binding materials in cultural relics were successfully recognized and distinguished, which gives support to solving archaeological problems and conserving cultural relics. Finally, principal component analysis (PCA) was used to interpret data of the six proteinaceous binding materials and a piece of film from a sculpture of Avalokitesvara Bodhisattva of Longshan Temple in Anhai County, Quanzhou, Fujian Province. It was determined that the proteinaceous materials of the film were animal glue (bone glue or hide glue) and egg white. In our study, PCA was used to interpret THM-Py-GC/MS data and presented a credible result in the field of archaeometry and cultural relic conservation. This study, to a certain extent, has solved the problem of identifying proteinaceous binding media in organic cultural objects. Six kinds of proteinaceous binding media were successfully identified using THM-Py-GC/MS, and their data were reinterpreted using PCA. Visual classification of the six kinds of proteinaceous binding media was realized. The methods were successfully applied to an ancient Bodhisattva sculpture, providing a new opportunity for their development.