Research has shown that food requires energy to digest, transport, store and eliminate after eating.
This is called its "thermic effect" or thermogenesis.
Do you remember when diets used to tout foods like celery that burn more calories to digest than the calories you actually have left therefore having a negative thermic effect?
It is proven that 100 calories of protein requires 30 to digest. Protein also has a higher level of satiety when eaten because it takes longer to convert to glucose leaving you feel full sooner and for more time.
The other fact is that consuming protein stimulates the release of a natural weight loss hormone called peptide YY helping to regulate hunger and burn more calories.
Lastly, protein is essential to build lean muscle which has a higher metabolic rate than fat thus utilizing more calories just to exist.
Not all proteins are created equal but personally I eat protein with every meal varying the source from legumes, nuts and grains to meat, chicken, fish and dairy to ensure that I get all the essential amino acids my body needs for optimal rebuilding of tissue and cells.