The novel core–shell microparticles were fabricated to deliver curcumin by using hydrophobic zein microparticles as the core and hydrophilic cellulose nanocrystals (CNCs) as the shell. Different concentrations (0.10–1.50%, w/v) of CNCs were utilized to regulate the microstructure, physicochemical stability, and in vitro digestion of the core–shell microparticles. The size of the microparticles ranged from 1017.3 to 3663.7 nm. Electrostatic attraction and hydrophobic interactions were responsible for the assembly of zein-CNCs core–shell microparticles. The microstructure of the microparticles was dependent on the CNCs level. The retention rate of curcumin in the core–shell microparticles was increased by 76.41% after UV radiation. Furthermore, the rise of CNCs level delayed the release of curcumin from the microparticles in gastrointestinal tract and reduced its bioaccessibility. The potential of utilizing hydrophilic nanoparticles was explored to stabilize hydrophobic microparticles through interparticle interactions, which was useful to develop the novel core–shell microparticles for the application in functional foods.