Color is an important characteristic of food. Over the last 15 years, more attention has been paid to natural colorants because of the rising demand for clean-label food products. Anthocyanins, which are a group of phytochemicals responsible for the purple, blue or red hues of many plants, offer a market advantage. In addition, anthocyanin-rich foods are associated with protection against cardiovascular disease, thrombosis, diabetes, cancer, microbial-based disorders, neurological disorders, and vision ailments. However, the real health value of anthocyanins, whether as a natural colorant or a functional ingredient, is dependent on the ultimate bioaccessibility and bioavailability in the human body. Many animal and human clinical studies revealed that, after intake of anthocyanin-rich foods or anthocyanin extracts, only trace amounts (< 1% of ingested content) of anthocyanins or their predicted metabolites were detected in plasma after a standard blood draw, which was indicative of low bioavailability of anthocyanins. Protein binding to anthocyanins is a strategy that has recently been reported to enhance the ultimate bioactivity, bioaccessibility, and bioavailability of anthocyanins as compared to anthocyanins delivered without a protein carrier. Therefore, in this review, we address anthocyanin properties in food processing and digestion, anthocyanin-protein complexes used in food matrices, and changes in the bioaccessibility and bioavailability of anthocyanins when bound into anthocyanin-protein complexes in foods. Finally, we summarize the challenges and prospects of this delivery system for anthocyanin pigments.