In this work, it showed the potential of the electrospinning (in this case electrospraying) technique to generate whey protein concentrate (WPC) and dextran micro-, submicro-and nanocapsules for the encapsulation of canthaxanthin. Furthermore, the solvent used for the development of the encapsulation morphologies was water, making these materials suitable for food applications. The effect of wall material type (WPC or dextran), wall/core ratio and wall material concentration on the morphology, stability and encapsulation efficiency (ME) was studied. The results demonstrated that the type of walls influenced the morphology, encapsulation efficiency (ME) and retention of canthaxanthin in the capsules. WPC produced the smallest emulsion droplets and electrosprayed particles. Canthaxanthin capsulated with WPC resulted in better ME and higher stability. The best wall/core ratio was found at 4: 1, causing the capsules prepared with this ratio had the smallest capsules, the highest encapsulation efficiency and the lowest losing during process. Increase in the wall material concentration from 20 to 40% also caused an increase in the encapsulation efficiency and storage stability.