Whey proteins and oligomeric proanthocyanidins have nutritional value and are widely used in combination as food supplements. However, the effect of the interactions between proanthocyanidins and whey proteins on their stability has not been studied in depth. In this work, we aimed to characterize the interactions between β-Lactoglobulin (β-LG) and α-lactalbumin (α-LA) and oligomeric proanthocyanidins, including A1, A2, B1, B2, B3, and C1, using multi-spectroscopic and molecular docking methods. Fluorescence spectroscopic data revealed that all of the oligomeric proanthocyanidins quenched the intrinsic fluorescence of β-LG or α-LA by binding-related fluorescence quenching. Among the six oligomeric proanthocyanidins, A1 showed the strongest affinity for β-LG (Ka = 2.951 (±0.447) × 104 L∙mol−1) and α-LA (Ka = 1.472 (±0.236) × 105 L∙mol−1) at 297 K. β-LG/α-LA and proanthocyanidins can spontaneously form complexes, which are mainly induced by hydrophobic interactions, hydrogen bonds, and van der Waals forces. Fourier-transform infrared spectroscopy (FTIR) and circular dichroism spectroscopy showed that the secondary structures of the proteins were rearranged after binding to oligomeric proanthocyanidins. During in vitro gastrointestinal digestion, the recovery rate of A1 and A2 increased with the addition of WPI by 11.90% and 38.43%, respectively. The addition of WPI (molar ratio of 1:1) increased the retention rate of proanthocyanidins A1, A2, B1, B2, B3, and C1 during storage at room temperature by 14.01%, 23.14%, 30.09%, 62.67%, 47.92%, and 60.56%, respectively. These results are helpful for the promotion of protein–proanthocyanidin complexes as functional food ingredients in the food industry.