The encapsulation of fatty acids, including walnut oil, within complexes is a promising strategy to address challenges, for instance, low water solubility and susceptibility to oxidation while incorporating these oils into food products. Additionally, encapsulation can effectively mask undesirable odor and flavor. The current study focuses on the optimization of walnut oil nanoparticles (WON) using complexes fabricated from gum arabic and whey protein by applying a response surface methodology. The impact of three different independent variables were determined, such as surfactant mixture (33-66%), walnut oil (5-25%), and sonication time (60-300 s), under three distinct desired conditions (low, medium, and high) on four different responses, i.e., particle size, polydispersity index (PDI), moisture level, and encapsulation efficiency (EE). The findings of the present study indicate that the point prediction-based WON resulted in significantly low particle size (82.94 nm), PDI (0.19), moisture content (3.49%), and high EE (77.26%). Fourier transform infrared spectroscopy (FTIR) study demonstrated the successful encapsulation of walnut oil and wall material into nanocapsules. Differential scanning calorimetry (DSC) verified the improved thermal stability property of WON after incorporation, and scanning electron microscopy (SEM) indicated that the WON had relatively fragile and smooth surfaces, along with the presence of few porous structures. The recorded experimental data from the existing study showed that the developed formulation of WON was potentially useful as a value-added ingredient for food industries.