This study aimed to explore the impacts of gallic acid (GA)/protocatechuic acid (PA) on the structural and functional characteristics of whey proteins (WP) through covalent binding. To this purpose, the covalent complexes of WP-PA and WP-GA at different concentration gradients were prepared by the alkaline method. SDS-PAGE indicated that PA/GA was cross-linked by covalent bonds. The decreased contents of free amino and sulfhydryl groups suggested that WP formed covalent bonds with PA/GA by amino and sulfhydryl groups, and the structure of WP became slightly looser after covalent modification by PA/GA. When the concentration of GA was added up to 10 mM, the structure of WP was slightly loosened with a reduction of α-helix content by 2.3% and an increase in random coil content by 3.0%. The emulsion stability index of WP increased by 14.9 min after interaction with GA. Moreover, the binding of WP and 2–10 mM PA/GA increased the denaturation temperature by 1.95 to 19.87 °C, indicating the improved thermal stability of the PA/GA-WP covalent complex. Additionally, the antioxidant capacity of WP was increased with increasing GA/PA concentration. This work may offer worthful information for enhancing the functional properties of WP and the application of the PA/GA-WP covalent complexes in food emulsifiers.