Black pepper essential oil (EO) was encapsulated by complex coacervation with lactoferrin and sodium alginate using transglutaminase as a cross-linking agent. The encapsulation efficiency varied from 31.66 to 84.48%. Chemical and morphological characteristics suggest that the EO was encapsulated in a lactoferrin/sodium alginate shell. The chemical composition of the encapsulated EO was identified by gas chromatography (GC) and nuclear magnetic resonance (NMR). The GC and NMR analyses indicated good core protection with the materials used. The stability of the black pepper EO capsules under in vitro digestion was evaluated. Theses capsules demonstrated the low release of the EO during gastric digestion and higher release in intestinal digestion. These results suggest that these capsules can be used to transport active ingredients and that they are resistant to oral and gastric conditions that were tested in vitro.