Complex coacervates have received increasing attention due to their use as simple models of membrane-less organelles and microcapsule platforms. The incorporation of proteins into complex coacervates is recognized as a crucial event that enables understanding of membrane-less organelles in cells and controlling microcapsules. Here, we investigated the incorporation of proteins into complex coacervates with a focus on the progress of the incorporation process. This stands in contrast to most previous studies, which have been focused the endpoint of the incorporation process. For that purpose, client proteins, i.e., lysozyme, ovalbumin, and pyruvate oxidase, were mixed with complex coacervate scaffolds consisting of two polyelectrolytes, i.e., the positively charged poly(diallyldimethylammonium chloride) and the negatively charged carboxymethyl dextran sodium salt, and the process was studied. Spectroscopic analysis and microscopic imaging demonstrated that electrostatic factors are the primary driving force of the incorporation of the client proteins into the complex coacervate scaffolds. Moreover, we discovered the formation of multi-phase droplets when a charged protein was incorporated into a complex coacervate whose surface was charged oppositely relative to that of the protein. The droplets inside the complex coacervates were found to be the diluted phase trapped as internal vacuoles. These findings provide fundamental insight into the temporal changes at the droplet interface during the incorporation of proteins into complex coacervates. This knowledge will facilitate the understanding of biological events associated with membrane-less organelles and will contribute to the industrial development of the use of microcapsules.