In this study, the anti-solvent precipitation and a simple complex method were applied for the preparation of bacterial cellulose nanofiber/soy protein isolate (BCNs/SPI) colloidal particles. Fourier transform IR (FT-IR) showed that hydrogen bonds generated in BCNs/SPI colloidal particles via the anti-solvent precipitation were stronger than those generated in BCNs/SPI colloidal particles self-assembled by a simple complex method. Meanwhile, the crystallinity, thermal stability, and contact angle of BCNs/SPI colloidal particles via the anti-solvent precipitation show an improvement in comparison with those of BCNs/SPI colloidal particles via a simple complex method. BCNs/SPI colloidal particles via the anti-solvent precipitation showed enhanced gel viscoelasticity, which was confirmed by dynamic oscillatory measurements. Furthermore, high internal phase Pickering emulsions (HIPEs) were additionally stable due to their stabilization by BCNs/SPI colloidal particles via the anti-solvent precipitation. Since then, HIPEs stabilized by BCNs/SPI colloidal particles via the anti-solvent precipitation were used for the delivery of curcumin. The curcumin-loaded HIPEs showed a good encapsulation efficiency and high 2,2-diphenyl-1-picrylhydrazyl (DPPH) removal efficiency. Additionally, the bioaccessibility of curcumin was significantly increased to 30.54% after the encapsulation using the prepared HIPEs. Therefore, it can be concluded that the anti-solvent precipitation is an effective way to assemble the polysaccharide/protein complex particles for the stabilization of HIPEs, and the prepared stable HIPEs showed a potential application in the delivery of curcumin.