The research work was aimed at the development of a process to yield gelatin-gum Arabic multinuclear microcapsules of krill oil (KO), via complex coacervation. On the basis of the experimental results of the screening trials, a three-level-by-three-factor Box-Behnken design was used to evaluate the effects of the ratio of the core material to the wall (RCW; x(1)), the stirring speed (SP; x(2)) and the pH (x(3)) on the encapsulation efficiency (EE). The experimental findings indicated that x(3) has the most significant linear and quadratic effects on the EE of KO and a bilinear effect with x(1), whereas x(2) did not have any significant effect. The optimal conditions for a 92% of EE were: 1.75:1 for RCW, 3.8 for pH and 3 for SP. The microcapsules, formed by complex coacervation and without any cross-linking agent, were multinucleated, circular in shape and had sufficient stability to maintain their structure.