Prolamins are an effective encapsulation material for (hydrophilic) anthocyanins due to non-covalent interactions identified herein. The interactions between secalin/avenin and anthocyanin are primarily driven by the hydrophobic effect. In contrast, ionic interactions drive those between gliadin/hordein and anthocyanin. Prolamin particles encapsulating anthocyanins were subsequently produced by liquid antisolvent precipitation. For the studied anthocyanins (0.25% (w/v)), the loading efficiency of the gliadin and hordein nanoparticles was relatively high (~61 to 63%), while secalin and avenin nanoparticles displayed a much lower loading efficiency (~22 to 25%). In addition, the anthocyanins encapsulated in gliadin nanoparticles have higher stability against degradation by ascorbic acid than anthocyanins in solution, but no protection is conferred against UV-B light. Therefore, the prolamin-based encapsulation system may be suitable to protect anthocyanins against chemical degradation, especially by ascorbic acid.