Anthocyanins (ACN) are natural colorants that provide bright colors to food products. However, their limited stability in food matrices represents a challenge to their application. Whey protein (WP) has the potential to interact with ACN and enhance their color stability. This study compared the effects of WP preheating temperature on color, stability (heat, UV light and storage) and antioxidation capacity of three different commercial ACN-based colorants. WP (1 mg/mL) was preheated from 40 to 80 °C for 30 min. ACN from grape, purple corn or black carrot were added to the preheated or native WP solutions and the mixtures were stored in the dark at 4 °C for 4 weeks to evaluate their storage stability. Antioxidation capacity was measured using the DPPH method. Heat stability was tested by heating WP-ACN mixtures at 90 °C for 2 h. UV light stability was measured by exposing the samples to 254 nm UV light for up to 150mins. WP addition improved ACN color stability during storage, with the smallest color change occurring when WP was preheated to 50 °C. UV light-induced ACN color degradation decreased by 10–20% (p < 0.05) with WP addition. Antioxidant capacity decreased significantly (p < 0.05) after addition of WP, while increased ACN survival. Increasing WP preheating temperature resulted in higher ACN heat stability and antioxidant capacity but lower UV-light stability. WP protected ACN from degradation, and this protection was affected by WP pre-heating temperatures as well as ACN structures. ACN and WP could be combined to improve the performance of commercially available anthocyanin-based food colorants.