Gamma-ray bursts (GRB) have been long considered to be the sources of ultra high energy cosmic rays. If GRB jets are, indeed, sites of proton acceleration at high energies, then photohadronic processes, i.e. interactions between protons and photons, become relevant. In this talk, I will discuss some of their consequences for GRB models. First, I will present how we can constrain the physical conditions of the GRB emitting region by using indirect information from the copious neutrino emission that is naturally produced via photohadronic interactions on an ad-hoc Band photon spectrum. Second, I will present a model for the formation of Band-like photon spectra from first principles. This has been built on a recently discovered radiative instability, known as "spontaneous photon quenching." I will show that for a wide parameter range the instability sets in and establishes an efficient energy transfer from protons to secondaries produced through photohadronic interactions. It is then the interplay between photons and secondary electron-positron pairs, through purely leptonic processes, that actually determines the shape of the gamma-ray spectrum at steady-state.