Ulcerative colitis (UC) is a common chronic inflammatory disease that causes serious harm to human health. Probiotics have the effect of improving UC. This study evaluated the preventative potential of water-in-oil-in-water (W1/O/W2) emulsions containing both probiotics and fish oil on UC and associated anxiety-like behavior using a mice model. UC model was established in mice by administering dextran sulfate sodium salt (DSS). Free probiotics, probiotic-loaded emulsions, or fish oil and probiotic co-loaded emulsions were then orally administered to the mice. Various bioassays, histological studies, 16s rDNA gene sequencing, and behavioral experiments were conducted to assess changes in the intestinal environment, microbiota, and anxiety-like behavior of the mice. The fish oil and probiotic co-loaded emulsions significantly reduced the inflammatory response by enhancing tight junction protein secretion (ZO-1, Occludin, and Claudin-1), inhibiting pro-inflammatory factors (TNF-α, and IL-1β), and promoting short-chain fatty acids (SCFAs) production. These emulsions also modified the gut microbiota by promoting beneficial bacteria and suppressing pathogenic bacteria, thereby restoring a balanced gut microbiota. Notably, the emulsions containing both probiotics and fish oil also ameliorated anxiety-like behavior in the mice. The co-delivery of probiotics and fish oil using W1/O/W2 emulsions has shown significant promise in relieving UC and its associated anxiety-like behavior. These findings provide novel insights into the development of advanced therapeutic strategies for treating UC.