The previous study revealed the protective effect of solid fat on probiotics against heat damage during spray drying. However, the simple mixing mode prior to spray drying did not effectively enhance the cooling efficiency of solid fat on probiotics. Therefore, this study aimed to improve the encapsulation efficiency of solid fat for probiotics and reduce the exposure area of probiotics to hot air during spray drying by encapsulating them in coacervates formed by whey protein isolate-high melting point fat shortening oil (SO) and gum arabic through complex coacervation. The combination of fluorescence microscope and scanning electron microscope proved that the coacervates successfully encapsulated the probiotics during spray drying, resulting in an increased survival rate from 24.59% to 54.96% after the process. Differential scanning calorimetry and single droplet drying experiments confirmed that the addition of SO reduced the temperature of microcapsules by increasing the enthalpy of melting during spray drying, without affecting the drying rate. Among the tested formulations, the microcapsules generated by the combination of SO addition and coacervate formation exhibited the lowest water activity, highest cell integrity and growth ability, corresponding to the superior survival of probiotics during storage at 25 °C and 4 °C. In conclusion, the current research has provided valuable insights into the selection of wall materials and pretreatment methods for spray drying of active substances.