We have illustrated the fabrication of nano-structures as a surface enhanced Raman scattering (SERS) substrate using electro-plating and electron-beam lithography techniques to obtain an array of gold nanograin-aggregate structures of diameter ranging between 80 and 100 nm with interstitial gap of 10-30 nm. The nanostructure based SERS substrate permits us to have better control and reproducibility on generation of plasmon polaritons. The calculation shows the possible detection of myoglobin concentration down to attomole. This SERS substrate is used to investigate the structural changes of different proteins; lysozyme, ribonuclease-B, bovin serum albumin and myoglobin in the temperature range between -65 and 90 degrees C. The in-depth analysis even for small conformational changes is performed using 2D Raman correlation analysis and difference Raman analysis in order to gain straightforward understanding of proteins undergoing thermodynamical perturbation.