Simple Summary: Animal–visitor interactions are the experiences offered by zoos, sanctuaries, and other tourism facilities in which people can be very close, and even touch, wildlife. This proximity could damage animal welfare and be a risk for the health of both animals and visitors. Proximity, however, has a positive emotional impact on visitors, representing an excellent opportunity to communicate conservation and educational messages. We present a protocol to evaluate interaction activities, and describe its application in a “giraffe feeding” interaction evaluation. Behavioral observations and a risk assessment evaluated the impact on animals. A risk assessment related to both visitors and staff and a questionnaire investigated the risks for people and the emotional, educational, and conservation outcomes. An ethical analysis, using an ethical matrix and a checklist, integrated the results, and identified the possible ethical concerns of the interaction. Giraffes’ behavioral freedom and welfare were safeguarded, and a positive emotional and conservation oriented impact was found, the only improvement that could be suggested, in case of restructuring of the facility, being the absence of hand washing facilities after the interaction. The protocol showed its potentiality to protect animal welfare and human health and to promote an ethical use of the interactions.