Microencapsulating sunflower oil, lemon and orange oil flavour was investigated using complex coacervation of whey protein/gum arabic (WP/GA). At pH 3.0-4.5, WP and GA formed electrostatic complexes that could be successfully used for microencapsulation purposes. The formation of a smooth biopolymer shell around the oil droplets was achieved at a specific pH (close to 4.0) and the payload of oil (i.e. amount of oil in the capsule) was higher than 80%. Small droplets were easier to encapsulate within a coacervate matrix than large ones, which were present in a typical shell/core structure. The stability of the emulsion made of oil droplets covered with coacervates was strongly pH-dependent. At pH 4.0, the creaming rate of the emulsion was much higher than at other pH values. This phenomenon was investigated by carrying out zeta potential measurements on the mixtures. It seemed that, at this specific pH, the zeta potential was close to zero, highlighting the presence of neutral coacervate at the oil/water interface. The influence of pH on the capsule formation was in accordance with previous results on coacervation of whey proteins and gum arabic, i.e. WP/GA coacervates were formed in the same pH window with and without oil and the pH where the encapsulation seemed to be optimum corresponded to the pH at which the coacervate was the most viscous. Finally, to illustrate the applicability of these new coacervates, the release of flavoured capsules incorporated within Gouda cheese showed that large capsules gave stronger release and the covalently cross-linked capsules showed the lowest release, probably because of a tough dense biopolymer wall which was difficult to break by chewing.