Double emulsions were designed using milk protein solutions with varying casein to whey protein (C:W) ratios of 60:40, 50:50, 40:60, milk protein isolate (MPI) and whey protein isolate (WPI) as internal (W1) and external (W2) aqueous phases with grape seed oil (O) using low-frequency ultrasound (20 kHz). The main aim of the present study was to investigate the effectiveness of different milk protein compositions on the encapsulation efficiency, storage stability and in vitro digestion behaviour of W1/O/W2 emulsions. Polyglycerol polyricinoleate (PGPR) was the most effective hydrophobic emulsifier to produce primary emulsions and milk protein composition decided the microstructure and droplet size of primary emulsions. Droplet size and the encapsulation efficiency of double emulsions were dependent on the C:W ratio and higher initial droplet size and encapsulation efficiencies were highly susceptible during storage as they tend to easily release entrapped material. Emulsions with higher whey protein fraction had greater encapsulation efficiencies than casein rich emulsions and they were more gastric stable during in vitro digestion. Milk protein composition and the properties (microstructure and droplet size) of the gastric digestion outcome play roles in the digestion behaviour of emulsions within the intestinal phase. Therefore, select combination of caseins and whey protein compositions can be used to design double emulsions with improved stability and nutritional properties in complex dairy-based food systems.