Does cookies have protein inside them?

The amount of protein in a cookie depends largely on the recipe. Most Western recipes based on flour, eggs, sugar, and some kind of leavening (and, of course, the flavoring) do have a small amount of protein in them from the eggs and from the gluten in the flour, but usually not enough to be nutritionally significant. For example, the recipe for one batch of Toll House cookies, found on the back of the wrapper of chocolate chips, calls for two eggs and makes about 48 medium-size cookies. So, to get the protein of one egg, you would have to eat 24 cookies.

Honestly, adding nuts or using higher-protein flour won't increase the protein content of a single cookie appreciably. Also, using a high-protein flour such as bread flour in a cookie recipe negatively affects the quality of the finished product. So get your protein from some other source!