Vitamin D3 plays a fundamental role in human health; however, it is highly susceptible to environmental conditions and the gastrointestinal tract. In this study, complex coacervates obtained from gelatin A and carboxymethyl tara gum (CMTG) were used as wall materials for the encapsulation of vitamin D3 (VD3). Zeta potential and turbidity measurements were employed to optimize the pH and ratio (gelatin A:CMTG), and the results showed that the ideal conditions for the complex coacervation were pH 4.0 and a 6:1 ratio. The encapsulation efficiency (EE) was determined as a function of the total concentration of biopolymers (TC%) and the core-to-wall ratio, and the greatest EE (80%) was achieved at a TC of 1% and a ratio of 1:2; spherical particles with an average size of 0.25 µm were obtained. The microencapsulation increased the thermal stability of VD3, and FTIR confirmed the presence of the biopolymers and VD3 in the capsules. An in vitro simulation showed a more pronounced release in the small intestine with a vitamin bioaccessibility of 56%. The encapsulation of bioactive lipophilic compounds by complex coacervates of gelatin A and CMTG resulted in improved stability and prolonged release during digestion.