We review uses of Tsallis statistical mechanics in the protein folding problem. Monte Carlo simulated annealing algorithm and generalized-ensemble algorithm with both Monte Carlo and stochastic dynamics algorithms are discussed. Simulations by these algorithms are performed for a penta peptide, Met-enkephalin. In particular, for generalized-ensemble algorithms, it is shown that from only one simulation run one can find the global-minimum-energy conformation and obtain probability distributions in canonical ensemble for a wide temperature range, which allows the calculation of any thermodynamic quantity as a function of temperature.