Numerous human conditions can benefit from diets rich in proteins and bioactives, such as capsaicin (CAP), yet their effective delivery is a sensorial, scientific and technological challenge. This study hypothesized that CAP can form various complexes with native bovine alpha-lactalbumin (holo-ALA) and decalcified-ALA (apo-ALA). Calorimetric and spectroscopic techniques reveals ALA-CAP molecular complexation is spontaneous, exothermic and accompanied by various conformational changes. ITC shows the interaction stoichiometry (n) and binding constant (Kb) for holo-ALA to be 0.87 ? 0.03, 1.54 ? 0.23 ? 105 M-1 and for apo-ALA to be 0.64 ? 0.09, 9.41 ? 2.16 ? 104 M-1. Molecular docking further elucidates that hydrogen bonds govern CAP binding to holo-ALA while hydrophobic interactions dominate binding to apo-ALA in a structural cleft. Finally, this work shows these interactions along with controlled aggregation can be utilized to form CAP-loaded colloids with encapsulation efficiency of 47.1 ? 1.0%. Thus, this study shows great promise in the prospective use of ALA as an edible delivery vehicle for CAP.