Over the past decade, the importance of protein supplementation in athletes has been a hot area of research. Generally, research on protein supplementation is geared toward understanding its role in strength and muscular development. However, more recently, scientists have been investigating how protein supplements may help with fatigue resistance during sports or exhaustive exercise.

In a very recent article published in the Journal of Applied Physiology, Nutrition, and Metabolism, researchers from the UK examined how drinking a whey protein and maltodextrin (a fast digesting carbohydrate) shake may improve running capacity in football (soccer) players.
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 In this study, 6 amateur soccer players completed 3 randomized placebo-controlled trials completed on separate days.  The trials consisted of 75 minutes of intermittent running exercise (simulating a soccer game), followed by a 15 minute recovery and a subsequent "run to fatigue test" at 80% of their V02 max. At the beginning of each trial and half way through the exercise session subjects ingested the same drink consisting of placebo, maltodextrin, or whey protein + maltodextrin. The scientists reported that supplementing whey protein + maltodextrin resulted in ~44% longer runtime to fatigue than ingesting carbohydrate alone and ~109% longer runtime to fatigue than placebo. As well, with whey + maltodextrin, ratings of perceived exertion were much lower at the onset and end of exercise compared to the other two groups.

Reference:
Alghannam AF. Carbohydrate-protein ingestion improves subsequent running capacity towards the end of a football-specific intermittent exercise. Appl Physiol Nutr Metab. 2011 Oct;36(5):748-57.