The nano-emulsions and microcapsules were used to improve the hydrophilicity of cinnamaldehyde, which were then added to whey protein concentrate solution. Protein gel was produced by heat-induced method. The rheological property, water holding capacity, texture and microstructure of protein gels were characterized to investigate the influence of encapsulated cinnamaldehyde on the property of protein gels. The results showed that the water holding capacity of protein gel significantly increased with the addition of cinnamaldehyde. When cinnamaldehyde was encapsulated by emulsions, the properties of heat-induced protein gels including viscoelasticity, water holding capacity, texture characteristics and network structure were positively correlated with the content of cinnamaldehyde. The addition of cinnamaldehyde microcapsules significantly enhanced the viscoelasticity, water holding capacity, texture characteristics and network structure compactness of protein gels. Whereas, the influence was independent on cinnamaldehyde content. Compared with the two forms, cinnamaldehyde added in the form of microcapsules could more effectively regulate the water holding capacity and texture properties of protein gel.