Orange essential oil was microencapsulated by complex coacervation with whey protein isolate (WPI): carboxymethylcellulose (CMC), WPI:sodium alginate (SA) and WPI:chitosan (CH). Effect of pH, protein:polysaccharide ratio and solid concentration on coacervation efficiency were selected for the best coacervation conditions. Tannic acid (TA), sodium tripolyphosphate, oxidised tannic acid and transglutaminase enzyme (TG) were used as cross-linking agents. Highest encapsulation efficiency (EE) for wet coacervated microcapsules ranged from 88% to 94%. Microcapsules were freeze and spray dried to evaluate their effect on its integrity. EE was higher than 80% in freeze dried coacervated microcapsules with and without cross-linking agent, but they formed a solid cake. Spray-dried samples formed a free fluid solid (10-20 mu m), where the systems WPI:CMC and WPI:CH cross-linked with TA and TG, respectively showed the highest EE (47% and 50% respectively), representing 400% improvement compared to the samples without cross-linking.