The health-related compounds present in kale are vulnerable to the digestive process or storage conditions. Encapsulation has become an alternative for their protection and takes advantage of their biological activity. In this study, 7-day-old Red Russian kale sprouts grown in the presence of selenium (Se) and sulfur (S) were spray-dried with maltodextrin to assess their capacity to protect kale sprout phytochemicals from degradation during the digestion process. Analyses were conducted on the encapsulation efficiency, particle morphology, and storage stability. Mouse macrophages (Raw 264.7) and human intestinal cells (Caco-2) were used to assess the effect of the intestinal-digested fraction of the encapsulated kale sprout extracts on the cellular antioxidant capacity, the production of nitric oxide (NOx), and the concentrations of different cytokines as indicators of the immunological response. The highest encapsulation efficiency was observed in capsules with a 50:50 proportion of the hydroalcoholic extract of kale and maltodextrin. Gastrointestinal digestion affected compounds’ content in encapsulated and non-encapsulated kale sprouts. Spray-dried encapsulation reduced the phytochemicals’ degradation during storage, and the kale sprouts germinated with S and Se showed less degradation of lutein (35.6%, 28.2%), glucosinolates (15.4%, 18.9%), and phenolic compounds (20.3%, 25.7%), compared to non-encapsulated ones, respectively. S-encapsulates exerted the highest cellular antioxidant activity (94.2%) and immunomodulatory activity by stimulating IL-10 production (88.9%) and COX-2 (84.1%) and NOx (92.2%) inhibition. Thus, encapsulation is an effective method to improve kale sprout phytochemicals’ stability and bioactivity during storage and metabolism.