Protein unfolding dynamics are bound by their degree of entropy production, a quantity that relates the amount of heat dissipated by a nonequilibrium process to a system's forward and time-reversed trajectories. We here explore the statistics of heat dissipation that emerge in protein molecules subjected to a chemical denaturant. Coupling large molecular dynamics datasets and Markov state models with the theory of entropy production, we demonstrate that dissipative processes can be rigorously characterized over the course of the urea-induced unfolding of the protein chymotrypsin inhibitor 2. By enumerating full entropy production probability distributions as a function of time, we first illustrate that distinct passive and dissipative regimes are present in the denaturation dynamics. Within the dissipative dynamical region, we next find that chymotrypsin inhibitor 2 is strongly driven into unfolded states in which the protein's hydrophobic core has been penetrated by urea molecules and disintegrated. Detailed analyses reveal that urea's interruption of key hydrophobic contacts between core residues causes many of the protein's native structural features to dissolve.