The formation of electrostatic complexes between whey protein isolate (WPI) and soluble soybean polysaccharide (SSPS) was firstly studied to select the suitable conditions of pH and WPI:SSPS mass ratio. Then, the influence of a heat treatment (90 °C, 20 min) on the characteristics of WPI-SSPS complexes was studied in the selected conditions of pH (3.0, 3.5, and 4.0) and WPI:SSPS ratio (1:0.50 to 1:0.17) by ζ-potential, particle size distribution, surface hydrophobicity, and physical stability in a 3 × 2 design by statistical response surface methodology. This analysis showed that the heat treatment significantly increased the Z-average and surface hydrophobicity of complexes and increased their size and physical stability over time. This work provides new information on the impact of heat treatment on molecular interactions in WPI-SSPS systems. The obtained data is useful to design heat-treated WPI-SSPS complexes with specific characteristics of size, charge, hydrophobicity, and physical stability. Furthermore, this work provides an optimized WPI-SSPS nanocomplex that could be implemented as a delivery system for hydrophobic bioactive compounds in food matrices.