To address the problem that Shatangju mandarins are susceptible to pathogenic microbial infection and quality deterioration after harvest, this study prepared cinnamaldehyde (CA)-modified Zanthoxylum schinifolium essential oil (ZSEO) microcapsules (ZSEO/CA-MCs) by the spray drying method using a mixture of bacterial cellulose nanofiber and whey protein isolate (BCNFs/WPI) as Pickering emulsion stabilizer. Meanwhile, ZSEO microcapsules without CA modification (ZSEO-MCs) were prepared as a control. The non-contact inhibitory effects of these microcapsules on pathogenic microorganisms inoculated into Shatangju mandarins were investigated along with their effects on the storage quality of the fruit under ambient conditions. The results showed that ZSEO-MCs and ZSEO/CA-MCs inhibited the lesion diameter of Shatangju mandarins inoculated with Penicillium italicum by 28.93% and 44.66% on the 3rd day of storage, respectively. Moreover, ZSEO/CA-MCs exhibited a more compact core-shell structure, slower release of ZSEO, and a more prolonged antibacterial effect. After 30 days of storage, the decay incidence of the control group not treated with any microcapsules reached 19.40%, while those in the ZSEO-MCs and ZSEO/CA-MCs groups decreased to 15.70% and 10.20%, respectively; both microcapsules extended the storage period by at least 5 days. In addition, microcapsule treatment significantly improved the storage quality of the fruit. Compared with the control group, the ZSEO/CA-MCs group exhibited a lower mass loss rate (by approximately 20% on the 30th day of storage), better firmness maintenance (consistently 15%–20% higher than the control group), and a slower increase in color index (CI). Moreover, ZSEO/CA-MCs delayed the degradation of nutrients: the peak value of total soluble solids (TSS) did not appear until the 20th day of storage, and the contents of titratable acid (TA), ascorbic acid (AA), and total phenols were higher than those of the control group, while the total plate count was significantly lower than that of the control group (P < 0.05). In conclusion, CA-modified ZSEO microcapsules can effectively inhibit the growth of pathogenic microorganisms and reduce nutrient loss through non-contact release of active components, providing a new technical solution for the post-harvest green preservation of Shatangju mandarins and showing good application prospects in the field of fruit and vegetable storage.