Fish oil presents health benefits but sensorially generates off-flavors and unpleasant odors originated from the oxidation of polyunsaturated fatty acids. To counteract this problem, microencapsulation by complex coacervation can be applied. Inulin is a prebiotic fiber, but its use in the complex coacervation process was unexplored. The objectives were to optimize the fish oil microencapsulation using soy protein isolate (SPI) and inulin as wall materials, and to determine the effect of pH and temperature on the oil retention in the microparticles. A central composite rotatable design was used, in which the inulin:SPI ratio and the amount of oil added as a function of the amount of wall materials were the independent variables. A yield of 61% and encapsulation efficiency of 94% were obtained using small amounts of inulin (inulin:SPI = 0.4) and fish oil (20%). However, the optimized microparticles were not resistant when subjected to stress of pH (5.5–6.5) and temperature (50–100 °C). Conversely, the cross-linking with transglutaminase improved the resistance of the microparticles, helping to retain more than 81% of the microencapsulated oil. These cross-linked microparticles could be suitable for food matrices that have the pH range evaluated in this study and that receive thermal treatment. © 2019 Elsevier Ltd