This study aims to explore possibility of production of alginate microcapsules by extrusion-dripping onto bovine milk directly. As a source of calcium necessary for capsules formation, three different types of milk were used (skimmed, whole and enriched milk). In that respect, impact of milk type and properties (e.g. density, viscosity, surface tension and soluble calcium content) on capsules formation was studied. In addition, influence of alginate type and concentration on capsules formation was assessed. The properties of the milk, viscosity in particular, contributed to the greater extent of microcapsules deformation in comparison to ones produced using CaCl₂ solution. More concentrated alginate solutions (up to 1.5%), yielded in more spherical capsules; the same was noticed with G-rich alginate. Upon microcapsules production, significant decrease in soluble calcium (23–27% reduction) and total protein content (1–4% reduction) of milk was observed; this can be assigned to the interactions with alginate network, which was further confirmed via confocal laser scanning microscopy. Encapsulation efficiency study showed that developed capsules were able to entrap blue dextrans at satisfactory extent (from 43 ± 2% to 56 ± 1%), where higher efficiency of encapsulation was achieved for the blue dextrans of higher molecular weight.