Sour cherries (Prunus cerasus L) anthocyanins were encapsulated with bovine β-lactoglobulin by freeze drying. Three experimental states of protein were in depth characterized: un-treated protein, heat-treated protein and cross-linked protein-anthocyanins complex. The encapsulation efficiency was significantly higher for the cross-linked complex. The docking procedure indicated that β-lactoglobulin has three different ligand binding sites, namely an internal cavity defined by the β-barrel, a hydrophobic pocket located on the protein surface in a groove between the α-helix and the β-barrel, and a patch close to Trp¹⁹-Arg¹²⁴ residues. FT-IR analysis showed higher contribution of β-sheet structures in anthocyanins binding with respect to the α-helix, in particular in the case of cross-linked samples. The distribution of anthocyanin inside the protein molecules was highlighted by confocal laser scanning microscopy. Preliminary processing through thermal treatment and cross-linking allowed obtaining twofold larger protein aggregates as encapsulating matrices compared to untreated samples. The highest antioxidant activity was observed for the pre-heat treated samples. The in vitro digestibility results suggested that β-lactoglobulin protects anthocyanins from the gastric digestion, their release being facilitated in the intestine.