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Double emulsions have been investigated as delivery systems due to their enhanced stability and bioavailability of sensitive compounds. For interfacial layer stabilization, the Pickering technique has emerged as an alternative to conventional surfactant use, particularly when microgels are employed as stabilizing particles. Whey protein is suitable for this technique owing to its amphiphilic properties, enabling its adsorption at the oil–water interface. Based on this context, the present study aimed to develop and evaluate Pickering double emulsions stabilized by whey protein isolate microgels as a delivery system for micronutrients. Three protein microgels were produced by thermal treatment and pH adjustment of aqueous solutions containing 2% (M2), 4% (M4), and 8% w/w (M8) protein, and were characterized in terms of particle size, ζ-potential, and interfacial tension. Emulsions were formulated by adding either microgel or pure protein (control) as stabilizers at 4%, 6%, and 8% w/w of each aqueous phase. Ferrous sulfate and ascorbic acid were incorporated into the internal aqueous phase to assess the protective potential of the emulsion, while maltodextrin was added to the external phase to increase total solids content. In total, twelve emulsions were obtained, characterized in terms of droplet size and microscopy, and evaluated rheologically and for stability. Microgel characterization results demonstrated that increasing protein concentration during production significantly enhanced stabilizing capacity. Among the microgels, M8 exhibited the smallest particle size (36.76 µm), the greatest reduction in interfacial tension (down to 3.77 mN/m), and a high ζ-potential (-36.67 mV). These factors resulted in emulsions with smaller droplet sizes, high stabilizer adsorption at the interface, and strong electrostatic repulsion—characteristics that collectively contribute to increased physical stability by preventing coalescence and flocculation. The amount of microgel added also influenced emulsion performance, as more viscous systems were observed when microgel represented 8% of the aqueous phases, regardless of microgel type. Higher viscosity reduces droplet mobility and collisions, thus improving resistance to phase separation. These emulsions also exhibited higher stability percentages, particularly during the first 6 hours of storage, with formulations containing M4 and M8 maintaining stability above 70% after 48 hours. Considering these stability outcomes, we conclude that emulsions containing 8% w/w protein microgel as stabilizers in the aqueous phase are the most promising delivery systems for the tested compounds. However, further investigation is required to assess compound protection in greater depth.
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