The objective of this work was to microencapsulate sacha inchi oil (SIO) by the complex coacervation technique using ovalbumin (OVA), tannic acid (TA) and pectin (PEC) as wall materials. The interaction between the biopolymers, the encapsulation efficiency (EE%) and the structural and thermal characteristics of the formed microcapsules were confirmed. In addition, the presence of phenolic compounds (TA) in the wall material increased the nutritional value of the microcapsules. In the process of microcapsule formation by complex coacervation, a pH value of 3.5 and an OVA:PEC ratio of 4:1 led to a high turbidity and a strong interaction between the biopolymers. The interaction between OVA-TA was confirmed and added value to the OVA and PEC complex. The EE% found was between 70 and 80%, with an ideal proportion and total concentration of biopolymers of 2: 1 (OVA-TA: PEC) and 2.0%, respectively. As demonstrated using the complex coacervation technique, the microcapsules showed high thermal stability and excellent encapsulating capacity without changing the chemical composition of SIO.