Safflower oil is easily oxidized; therefore, its oxidative stability can be improved using artificial oil bodies (AOBs). AOBs were assembled using safflower oil, phospholipids, and a conjugate comprising safflower caleosin (Ctcaleosin) and rosmarinic acid. AOBs coupled with rosmarinic acid exhibited better physical and thermal stability. The conjugate comprising safflower caleosin and rosmarinic acid was obtained by forming stable C-N covalent bonds. Circular dichroism spectroscopy analysis revealed that α-helix levels increased in safflower caleosin in the conjugate, which could be ascribed to the improvement in the stability and flexibility of safflower caleosin anchored by rosmarinic acid. Rosmarinic acid covering the surface of the AOBs and curcumin (Cur) located in the core of the artificial oil bodies significantly improved the physical and lipid oxidation stabilities of the artificial oil bodies. In vitro, release assay confirmed that curcumin in safflower caleosin-rosmarinic acid conjugate-modified AOBs loaded with curcumin (RAOBC) had a slower release efficiency than the free curcumin solution. The hemolysis assay confirmed the biological safety of RAOBC. The assembly of RAOBC can prevent the oxidation and deterioration of safflower oil, broadening its application in industry.