A suitable alternative for satisfying the demand of healthy and targeted compounds such as vitamins, is the preparation and consumption of capsules formed from emulsions The objective of the present work was the preparation of emulsions of vitamins D and E based on a simplex centroid mixture design, using three wall materials: gum arabic (GA) maltodextrin (MD) and modified starch (MS) that represented 20% of total solids, as well as a colocalization analysis to know the distribution of compounds in the micelle. The most stable formulation according to three response variables: particle size (PS), zeta potential (ZP) and Turbiscan stability index (TSI) was obtained. Data were analysed by using an ANOVA test. Results showed that wall materials have a synergic influence on PS and TSI and antagonic for ZP. PS increased with the proportion of GA while ZP and TSI were affected by the charge of the wall materials. Optimum emulsion resulted in a mixture of 3.28% GA, 13.33% MD and 3.37% MS; Predicted and experimental values of the response variables were very similar among them. Also, colocalization analysis showed that once emulsified, the vitamin D was distributed in the centre of the micelle and a minimum part on its surface.