This study prepared a nanocapsule (NPs) from chitosan (CS) and sodium alginate (ALG) and used them to enhance the stability of blueberry anthocyanins (BA) The optimal NPs was obtained at pH value of 3.25, BA concentration of 0.5 mg/mL and mixing ratio of CS to ALG of 1:1 (W/W). Further, the formation of composite NPs was confirmed by a series of characterization methods. The CS-BA-ALG NPs appeared spherical, smooth, and evenly distributed when observed under an optical microscope and transmission Electron Microscope. The X-ray Diffractometer and Fourier Transform Infrared spectroscopy data proved that electrostatic interaction and hydrogen bonding are dominant forces to form NPs. Thermogravimetric analysis and differential scanning calorimetry results demonstrated that the CS-BA-ALG NPs system significantly improved the thermal stability of anthocyanins. In addition, it was also proved that CS-BA-ALG NPs showed high antioxidant capacity and protection capacity.