The aim of this study is to prepare whey protein (WP)-based microparticles (MP) using the Encapsulator(®) device. The viscosity dependence of the extrusion device required to mix WP with a food-grade and less viscous polymer. Mixed WP/ALG MP were obtained with the optimized WP/alginate (ALG) ratio (62/38). These particles were further coated with WP or ALG using non-traumatic and solvent-free coating process developed in this study. Size and morphology of coated and uncoated MP were determined. Then, swelling and degradation (WP release) of formulations were investigated in pH 1.2 and 7.5 buffers and in simulated gastric and intestinal fluids (SGF, SIF) and compared to pure ALG and pure WP particle behaviours. At pH 1.2, pure ALG shrank and pure WP swelled, whereas the sizes of mixed WP/ALG matrix were stable. In SGF, WP/ALG MP resisted to pepsin degradation compare to pure WP particles due to ALG shrinkage which limited pepsin diffusion within particles. Coating addition with WP or ALG slowed down pepsin degradation. At pH 7.5, WP/ALG particles were rapidly degraded due to ALG sensitivity but the addition of a WP coating limited effectively the swelling and the degradation of MP. In SIF, pancreatin accelerated MP degradation but ALG-coated MP exhibited interesting robustness. These results confirmed the interest and the feasibility to produce coated WP-based MP which could be a potential orally controlled release drug delivery system.