There's no definitive answer to when you should have a protein shake. The most common suggestion is drinking your protein shake within 30 minutes of completing a workout to take advantage of the anabolic window, but everyone is different. If you're trying to time your protein shake with your workout, within 90 minutes before or after seems to be a good rule of thumb. Otherwise, you can have a protein shake whenever you need a quick, satiating meal or snack or you're looking to up your protein intake.