The terpenes presented in black pepper essential oil (EO) are volatile and their properties can be reduced in certain conditions. The encapsulation can protect the EO and preserve their terpenes. Complex coacervation was chosen because of several advantages. This study aimed to analyze the composition of black pepper EO, determining the most appropriate conditions for the formation of the complex between gelatin and sodium alginate. Further, we also encapsulated the black pepper EO. The main terpene identified in black pepper EO was β-caryophyllene. The ratio of 6:1 (gelatin/sodium alginate) at pH 4.0 was the ideal condition. The encapsulation efficiency varied from 49.13 to 82.36%, and the chemical composition of the encapsulated EO was identified by Gas Chromatography (GC). GC analysis indicated good core protection with the materials used. These biopolymers can serve as a potential delivery system for black pepper EO.