Intracellular protein concentration gradients are generally thought to be unsustainable at steady-state due to diffusion. Here we show how protein concentration gradients can theoretically be sustained indefinitely through a relatively simple mechanism that couples diffusion to a spatially segregated kinase-phosphatase system. Although it is appreciated that such systems can theoretically give rise to phosphostate gradients, it has been assumed that they do not give rise to gradients in the total protein concentration. Here we show that this assumption does not hold if the two forms of protein have different diffusion coefficients. If, for example, the phosphorylated state binds selectively to a second larger protein or protein complex then a steady state gradient in total protein concentration will be created. We illustrate the principle with an analytical solution to the diffusion-reaction problem and by stochastic individual-based simulations using the Smoldyn program. We argue that protein gradients created in this way need to be considered in experiments using fluorescent probes and could in principle encode spatial information in the cytoplasm.