Protein-based delivery systems tend to degrade too quickly in the gastrointestinal tract. Applying polysaccharide-based surface coatings on protein carriers is an effective strategy to prevent interference from gastric acid and proteases during the digestive process. This study prepared gastrointestinal pH-responsive bovine serum albumin (BSA)-myristic acid (MA) carriers using sodium alginate (SA)-based surface coating technology to improve the digestive properties and intestinal mucus penetration of limonin (LM). The results showed that ultrasonication caused uniform hydrophilic BSA and MA particle formation in optimal conditions. Fourier-transform infrared spectroscopy (FTIR) and scanning electron microscopy (SEM) observations confirmed that SA adhered to the BSA-MA particle surfaces via electrostatic interaction at pH 4, causing the controlled gastrointestinal release of the self-assembled BSA-MA complexes. The subsequent SA-BSA-MA complexes displayed an LM encapsulation yield (EY) of >84%. In vitro, simulated gastrointestinal digestion indicated that compared with free LM, the SA-BSA-MA particles significantly increased the intestinal LM retention rate, bioaccessibility, and micellization rate by 45.49%, 155.48%, and 102.14%, respectively. The results of the artificial intestinal mucus experiments demonstrated that the trans-intestinal mucus barrier capacity of SA-BSA-MA particle-loaded LM was significantly enhanced. Its apparent permeability coefficient (Papp) (6.53 × 10−6 cm/s for free LM) and intestinal mucus permeability (17.56% for free LM) increased substantially to 14.22 × 10−6 cm/s and 38.22%. This study presents a gastrointestinal pH-responsive delivery system that effectively improves the ability of hydrophobic nutrients to cross the intestinal mucus barrier.