Effective exogenous delivery of interleukin (IL)-15 to natural killer (NK) cells with subsequent anticancer efficacy could be a promising immune cell-based cancer immunotherapy. For the protection of encapsulated cargo IL-15 while maintaining its bioactivity under physiological conditions, we utilized a coacervate (Coa) consisting of a cationic methoxy polyethylene glycol-poly(ethylene arginyl aspartate diglyceride) (mPEG-PEAD) polymer, anionic counterpart heparin, and cargo IL-15. mPEGylation into the backbone cation effectively preserved the colloidal stability of Coa in harsh environments and enhanced the protection of cargo IL-15 than normal Coa without mPEGylation. Proliferation and anticancer efficacy of primed NK cells through co-culture with multiple cancer cell lines were enhanced in the mPEG-Coa group due to the maintained bioactivity of cargo IL-15 during the ex vivo expansion of NK cells. These facilitated functions of NK cells were also supported by the increased expression of mRNAs related to anticancer effects of NK cells, including cytotoxic granules, death ligands, anti-apoptotic proteins, and activation receptors. In summary, our Coa-mediated exogenous IL-15 delivery could be an effective ex vivo priming technique for NK cells with sustained immune activation that can effectively facilitate its usage for cancer immunotherapy.