Naturally self-assembling property of sodium caseinate (SC) provides the possibility of loading bioactive compounds to the oil-water interface of oil-in-water (O/W) emulsions. In this study, α-tocopherol (TOC) and resveratrol (RES) were encapsulated in the inner oil phase and the oil-water interface of SC-stabilized emulsions, respectively. Addition of polysaccharides increased the size and absolute value of ζ-potential of SC emulsions and surface coverage of oil droplets, improving the encapsulation of RES at the oil-water interface and storage stability of both TOC and RES. The effects were more pronounced in the presence of pectin (PEC) than gum Arabic (GA). Moreover, the digestive stability of TOC in SC emulsions was only improved by 0.5% and 1.0% PEC. Addition of 0.1–1.0% GA and 0.1% PEC promoted the bioaccessibility of TOC (~40%) and RES (~90%). These results should be useful for the co-encapsulation of bioactive components with different solubility based on protein-stabilized single emulsions.