In the current study, the effect of temperature on the potential of soy proteins to ensure the encapsulation and gastric stability of bioactives, such as anthocyanins from cornelian cherry fruits, was investigated. The powders obtained after freeze-drying were analyzed in relation to flow properties, encapsulation retention and efficiency, stability in simulated gastrointestinal medium, color, and morphology. Preheating the soy proteins generated a powder with low density. Powders obtained with native soy proteins allowed the highest encapsulation efficiency and the lowest was obtained when using preheated soy proteins. The heat treatment of the mixture of soy proteins and cornelian cherry fruits prior to encapsulation generated powders with the highest lightness and the lowest intensity of red shades among all samples. The in vitro experiments revealed that the highest protection in simulated gastric environment was provided when protein was heat treated either alone or in combination with bioactives to be encapsulated. The morphological analysis highlighted that powders consisted of large and rigid structures.