Based on in-situ measurements by Wind spacecraft from 2005 to 2015, this letter reports for the first time a clearly scale-dependent connection between proton temperatures and the turbulence in the solar wind. A statistical analysis of proton-scale turbulence shows that increasing helicity magnitudes correspond to steeper magnetic energy spectra. In particular, there exists a positive power-law correlation (with a slope $sim 0.4$) between the proton perpendicular temperature and the turbulent magnetic energy at scales $0.3 lesssim krho_p lesssim 1$, with $k$ being the wavenumber and $rho_p$ being the proton gyroradius. These findings present evidence of solar wind heating by the proton-scale turbulence. They also provide insight and observational constraint on the physics of turbulent dissipation in the solar wind.