Tuna oil rich in omega-3 fatty acids was microencapsulated in whey protein isolate (WPI)–gum arabic (GA) complex coacervates, and subsequently dried using spray and freeze drying to produce solid microcapsules. The oxidative stability, oil microencapsulation efficiency, surface oil and morphology of these solid microcapsules were determined. The complex coacervation process between WPI and GA was optimised in terms of pH, and WPI-to-GA ratio, using zeta potential, turbidity, and morphology of the microcapsules. The optimum pH and WPI-to-GA ratio for complex coacervation was found to be 3.75 and 3 : 1, respectively. The spray dried solid microcapsules had better stability against oxidation, higher oil microencapsulation efficiency and lower surface oil content compared to the freeze dried microcapsules. The surface of the spray dried microcapsules did not show microscopic pores while the surface of the freeze dried microcapsules was more porous. This study suggests that solid microcapsules of omega-3 rich oils can be produced using WPI–GA complex coacervates followed by spray drying and these microcapsules can be quite stable against oxidation. These microcapsules can have many potential applications in the functional food and nutraceuticals industry.