Life manifestation is mainly based on biopolymer-ligand molecular recognition; therefore, the elucidation of energy and speed associated with protein-ligand binding is strategic in understanding and modulating biological systems. In this study, the interactions between methylene blue (MB) or azure A (AZA) dyes and bovine lactoferrin (BLF) were investigated by surface plasmon resonance, fluorescence spectroscopy, and isothermal titration microcalorimetry. Despite the molecular similarities between the dyes, the BLF-AZA binding thermodynamic parameters (ΔGAZAo = −30.50 and ΔHAZAo = 10.8 (kJ·mol−1)) were higher in magnitude than those of the BLF-MB systems (ΔGMBo = −27.3 and ΔHMBo = 5.72 (kJ·mol−1)). To increase the systems' entropy (TΔSAZAo = 41.3 and TΔSMBo = 33.0 (kJ·mol−1)), the hydrophobic interactions must outweigh the electrostatic repulsion, thereby promoting BLF-dye binding. The activation complex formation (Eac, aMB = 33, Eac, aAZA = 32, ∆Ha, MB‡ = 31, ∆Ha, AZA‡ = 30, ∆Ga, MB‡ = 51.84, ∆Ga, AZA‡ = 50.7, T∆Sa, MB‡ = −21, T∆Sa, AZA‡ = −21 (kJ·mol−1)), owing to free BLF and MB (or AZA) associations, was not affected by the dye chemical structure, while for the thermodynamically stable BLF-dye complex dissociation, the same energetic parameters (Eac, dMB = 16, Eac, dAZA = 6.4, ∆Hd, MB‡ = 14, ∆Hd, AZA‡ = 3.9, ∆Gd, MB‡ = 81.4, ∆Gd, AZA‡ = 74.93, T∆Sd, MB‡ = −68, T∆Sd, AZA‡ = −71.0 (kJ·mol−1)) were considerably affected by the number of methyl groups. Our results may be very useful to determine binding processes controlled by kinetic parameters, as well as to optimize the application of these photosensitive dyes in biological systems.