The ability to mark individuals is a critical feature of many entomological investigations, including dispersal studies. Insect dispersal is generally investigated using mark–release–recapture techniques, whereby marked individuals are released at a known location and then captured at a measured distance. Ectoparasite dispersal has historically been challenging to study, in part because of the ethical concerns associated with releasing marked individuals. Here, we introduce the protein self-marking technique, whereby ectoparasites mark themselves in the field by feeding on the blood of an introduced host. We demonstrate the potential of this technique using laboratory-reared bed bugs (Cimex lectularius L.) that marked themselves by feeding on either rabbit or chicken blood. We then used enzyme-linked immunosorbent assays to detect host-specific blood serum proteins in bed bugs. We assessed these protein markers' ability to 1) distinctively identify marked individuals, 2) persist following multiple feedings on an alternate diet, 3) persist over time across a range of temperatures, and 4) transfer from marked to unmarked individuals. Protein markers were detectable in bed bugs before and after molting, remained detectible after multiple feedings on an alternate diet, persisted regardless of whether an individual was starved or fed on an alternate diet following original mark acquisition, and did not transfer between individuals. The duration of detectability depended on temperature. Our results suggest that protein self-marking is an effective technique for marking bed bugs and holds promise for use in dispersal studies of ectoparasitic insects.