The ability to stably and specifically conjugate recombinant proteins to one another is a powerful in vitro technique for engineering multifunctional enzymes, protein therapeutics and novel biological materials. However, for many applications spontaneous in vivo protein conjugation would be preferable to in vitro methods. Exploiting the recently described SpyTag-SpyCatcher system, we describe here how enzymes and structural proteins can be genetically-encoded to covalently conjugate in culture media following programmable secretion by Bacillus subtilis. Using this novel approach, we demonstrate how self-conjugation of a secreted industrial enzyme, XynA, dramatically increases its resilience to boiling and we show that cellular consortia can be engineered to self-assemble functional multi-protein complexes with tunable composition. This genetically-encoded modular system provides a new, flexible strategy for protein conjugation harnessing the substantial advantages of extracellular self-assembly.