Vitamin D3 (VD3) is a fat-soluble compound important for human health but is unstable in the presence of environmental factors such as light and hot temperature. The present work aimed to microencapsulate VD3 in complexes formed by Amaranth protein isolates (APIs) and lactoferrin (Lf). The encapsulation was conducted at pH 6.5 and a ratio of 1:3 (API:Lf, w/w) after confirming these complexes affinity with zeta potential and isothermal titration calorimetry analysis. The microcapsules showed a spherical morphology with sizes below 600 nm and high encapsulation efficiency (up to 90%). Fourier transform infrared spectroscopy data confirmed the encapsulation of VD3. During simulated gastrointestinal digestion of the microcapsules, the highest percentage (70%) of VD3 release was observed in the intestinal phase, with a high bioaccessibility (approximately 46%). Compared to unencapsulated VD3, microencapsulation protected VD3 from degradation under stress conditions (ultraviolet radiation and storage at room temperature) by a factor of up to three times. Furthermore, API: Lf heteroprotein complexes also protected (86%) VD3 during a simulation of bread production. Microcapsules added to bread showed release profile kinetics of the first order when exposed to simulated intestinal fluid. These results suggest that VD3 microcapsules formed as API: Lf complexes can be applied successfully for food fortification and baking.