yes all enzymes are proteins but all protiens are not enzymes.
an explination.
A great self-contained example of this is the ribosome, which synthesizes proteins by reading mRNA as a template. The ribosome is a complex of big structured RNA's and a lot of smaller proteins; one of the RNA's contains the catalytic center for peptidyl transferase activity while the proteins essentially hold the RNAs in an appropriate conformation to function. There are lots of non-catalytic proteins, and plenty of catalytic RNAs.

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An enzyme is defined as a catalytic protein, meaning a protein which catalyzes a chemical reaction. For example, carbonic anhydrase is an enzyme that catalyzes (i.e. lowers the activation energy of) the reaction CO2 + H2O <-> H2CO3. However, not all proteins catalyze chemical reactions. Some have structural or mechanical roles, like microtubules in the cytoskeleton or myosin in muscle. Others are used for transmitting signals, like insulin, a peptide hormone. These are all proteins, but not enzymes.

FYI, it's not such a clear distinction any more. With the discovery of catalytic RNA (ribozymes) and other such non-protein catalysts, as well as expanding evidence of carbohydrate- or lipid-modified proteins, it's more a question of terminology whether all enzymes are proteins or not.