In this work, we have studied the propagation of ultrasonic waves of lysozyme solutions characterized by different degrees of aggregation and networking. The experimental investigation has been performed by means of the Transient Grating (TG) spectroscopy as a function of temperature; this technique enables to measure the ultrasonic acoustic proprieties over a wide time window, ranging from nanoseconds to milliseconds. The fitting of the measured TG signal allows the extraction of several dynamic properties, here we focused on the speed and the damping rate of sound. The temperature variation induces in the lysozyme solutions a series of processes: protein folding-unfolding, aggregation and sol-gel transition. Our TG investigation shows how these self-assembling phenomena modulate the sound propagation, affecting both the velocity and the damping rate of the ultrasonic waves. In particular, the damping of ultrasonic acoustic waves proves to be a dynamic property very sensitive to the protein conformational rearrangements and aggregation processes.