Polyelectrolyte complex nanoparticles (PEC NPs) were fabricated via electrostatic interactions between positively charged heat-denatured lactoferrin (LF) particles and negatively charged pectin. The obtained PEC NPs were then utilized as curcumin carriers. PEC NPs were prepared by mixing 1.0 mg/mL solutions of heat-denatured LF and pectin at a mass ratio of 1:1 (w/w) in the absence of NaCl at pH 4.50. PEC NPs that were prepared under optimized conditions were spherical in shape with a particle size of ~208 nm and zeta potential of ~-32 mV. Hydrophobic curcumin was successfully encapsulated into LF/pectin PEC NPs with high encapsulation efficiency (~85.3%) and loading content (~13.4%). The in vitro controlled release and prominent antioxidant activities of curcumin from LF/pectin PEC NPs were observed. The present work provides a facile and fast method to synthesize nanoscale food-grade delivery systems for the improved water solubility, controlled release, and antioxidant activity of hydrophobic curcumin.