One of the main challenges in the food industry is to design strategies for the successful incorporation of natural sources of bioactive compounds. Recently, yogurts and other fermented dairy beverages have been proposed as ideal carriers of such bioactive compounds such as fatty acids and antioxidants that could improve consumers' health. However, the incorporation of new ingredients causes functional and structural modifications that may affect the consumers' preferences. In this work, a dairy beverage model supplemented with oleic acid has been designed by partial substitution of milk by Candida utilis single-cell protein extract. The changes in the structural properties of this new beverage were evaluated by following the fermentation process, pH, aggregate size, microstructure, and changes in rheological properties. Furthermore, molecular dynamics simulations were carried out to analyze the interaction between its main components. Our data revealed that samples with a percentage of milk substitution of 30% showed a higher viscosity as compared with the other percentages and less viscosity than the control (no substitution). These samples were then selected for fortification by incorporating oleic acid microcapsules. A concentration of 1.5 g/100 g was shown to be the optimal quantity of microcapsules for oleic acid supplementation. Molecular dynamic simulations revealed glutathione as an important component of the micro-gel structure. The present study forms the basis for novel studies where Candida utilis single-cell protein and microencapsulated essential oils could be used to design innovative bioproducts.