Anthocyanins (ACN) are pigments with vivid colors, but their application as food colorants is restricted by their limited stability and color expression. Anthocyanins exhibit higher stability in dairy systems than in buffers at similar pH, suggesting that pigments may be able to interact with dairy components such as proteins, resulting in improved performance as colorants. Our objective was to determine the type of interaction between whey proteins (WP) and ACN leading to color enhancements and to determine the role of the ACN chemical structure in this interaction. Model solutions colored with semipurified pigments from sources with different ACN profiles (Berberis boliviana, grape skin, purple corn, black carrot, and red cabbage) were mixed with different concentrations of whey protein isolate (WPI) in pH 3 buffer. Absorption spectra of these solutions were acquired using an absorbance microplate reader, and color parameters were calculated from spectral data. Isolated ACN 3-glucosides were used to determine the role of the aglycone structure in the WP-ACN interaction using visible and fluorescence spectroscopy. In silico modeling was used to visualize potential differences in the interaction between β-lactoglobulin and ACN. Addition of WPI resulted in hyperchromic shifts at the wavelength of maximum absorption in the visible range (λvis-max) of up to 19%, and a significant increase in tinctorial strength for all ACN sources (ΔE > 5). Moreover, ACN acylation did not seem to play a significant role in the WP-ACN interaction. When using isolated ACN, WPI addition resulted in hyperchromic shifts at the λvis-max only for methoxylated ACN such as petunidin-3-glucoside (up to 24%), and malvidin-3-glucoside (up to 97%). The bimolecular quenching constant values (Kq > 1010 M−1s−1) strongly suggested that the predominant type of quenching interaction was static. Analysis of enthalpy, entropy, and Gibbs free energy showed that this binding was spontaneous; depending on the chemical structure of the ACN, the predominant binding forces could be hydrophobic interactions or hydrogen bonding. Modeling suggested that methoxylations in the B ring of the aglycon structure promoted interactions with electron acceptor amino acids. Overall, WP could be used to enhance the tinctorial strength of select ACN depending on their structural characteristics. Therefore, ACN source selection may play a key role for specific applications in dairy products.