This study evaluated the most appropriate conditions (pH and biopolymers ratio) for the formation of the complex between β-lactoglobulin (β-lg) and sodium alginate (NaAlg). Furthermore, we microencapsulated black pepper essential oil (EO) using these biopolymers and transglutaminase as a cross-linking agent, and stability during in vitro digestion and its release in food models were studied. A ratio of 17:1 (β-lg/NaAlg) at a pH of 4.5 was the optimal condition for the formation of the complex. The encapsulation efficiency (85.01% ± 0.26) and chemical and morphological characteristics suggested that black pepper EO was microencapsulated using polymers and cross-linking agent naturals. The particle size demonstrated that the capsules produced were on micro scale. The black pepper EO microcapsules lost lower release in water, and the Rigger-Peppas model indicated that the Fickian diffusion mechanism occurred. The microcapsules demonstrated a low release of black pepper EO during oral and gastric digestion and a higher release in intestinal digestion. The black pepper EO after digestion presented high stability (84.8% ± 0.07), and bioaccessibility (31.16% ± 0.3). The results suggest that the black pepper EO was microencapsulated and, preserved in aqueous food model and during oral and gastric conditions tested in vitro.