Now, what exactly delivers the oxygen to the cells of our body? Well, we have two proteins inside our body that play this role. They deliver oxygen to the cells of our body. And these two proteins are myoglobin and hemoglobin. Myoglobin is a protein that consists of a single polypeptide chain and it is found in the muscle cells of our body. It is used by our muscle cells to store oxygen and give the muscle cells the oxygen when the concentration of oxygen becomes very, very low.