Curcumin is a polyphenol with multiple biological activities, but its extremely poor water solubility severely limits its application in the food industry. The purposes of this work were to study the effect of nano-encapsulation on the water solubility of curcumin (C), the interaction of curcumin with zein (Z), the thermal properties, rheological properties, and the stability under different environmental pressures of the nanoparticles. The results of particle size, zeta potential, and surface hydrophobicity (H-0) indicated that the combination of coating materials including sodium caseinate (SC) and sodium alginate (SA) with zein nanoparticles by electrostatic interaction led to a gradual increase in the particle size of composite nanoparticles and a decrease in surface hydrophobicity. The nano-encapsulation significantly improved the water solubility of curcumin and causing its crystal structure to change to an amorphous state. Fourier transform infrared spectroscopy confirmed that curcumin bound to zein through hydrogen bonding. Rheological test results showed that the coating materials combined with zein led to an increase in the apparent viscosity of the nanoparticles. The stability analysis results indicated that the composite nanoparticles with a sodium alginate coating have excellent stability of pH, salt solution and storage, and excellent anti-gastrointestinal fluids digestion characteristics when compared to pure protein nanoparticles.