In Greek mythology, there was no single god in charge of protection. Rather, people would worship a variety of gods to assure protection against different threats. Worship itself was a way of protecting oneself from harm.
Typically, each god was concerned with both the positive and negative aspects of a certain area of daily life. A person in need of protection appealed to the god associated with the element or event from which they needed protection. For example, Artemis was the goddess in charge of protecting women in labor, and Poseidon could provide protection on a long voyage by sea.