The implementation of cryogels as alternative xero-carriers for embedding labile bioactive compounds including probiotic living cells is becoming more popular. In the present work, milk protein-based cryogels were developed by freeze-drying of indirectly acidified protein gels (10% wt. in sodium caseinate or whey protein isolate blended at varying mass ratios i.e., 1:0, 3:1, 1:1, 1:3 and 0:1) comprising Lacticaseibacillus rhamnosus GG (LGG) living cells, trehalose (5% wt.), glucose (1% wt.) and glycerol (2.5% wt.). The physicochemical, microstructural, and mechanical characteristics of the cryogels conveying LGG were measured. The acid gel contraction during the fermentation notably influenced the macroscopic (volume contraction) and microscopic aspects (porosity, thickness, and uniformity of the wall material construct) of the cryogels. The amount of monolayer water content (11.5−14.0 g.100 g−1), and total surface area (403−488 m2 g−1) as well as the glass transition temperature (Tg = 33−46 °C), of the cryogels increased proportionally to the whey protein content. X-ray microtomography analysis revealed that the mixed protein cryogels were characterised by lower porosities than their individual protein exemplars. However, the uniformity and the structure conformation of the protein network constructs were altered according to the milk protein composition of the cryogels. All the cryogels exhibited a brittle and plastic behaviour when subjected to indentation forces, with the hardest and stiffest cryogels exerting the lowest water reconstituting capacity. The microstructural assessment of the wall material at nanoscale level evidenced a satisfactory intrenching of the LGG cells, which substantiates the feasibility of the cryogels as novel probiotic xero-scaffolds.