There is a growing demand for polyunsaturated fatty acids (PUFA), particularly long-chain omega-3 fatty acids, to be incorporated into food, nutritional and pharmaceutical application because of their many health benefits in relation to coronary heart disease, inflammatory and immune disorders, etc. Fish oil is known to be a rich source of PUFA of the omega-3 family including eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA). Currently, functional foods containing omega-3 (n-3) lipids are one of the fastest-growing food product categories. The development of food fortified with omega-3 fatty acids has drawn a lot of attention from academic and industrial aspects. A major challenge in relation to the use of n-3 PUFA in food applications is their susceptibility to lipid oxidation. One of the technologies used for overcoming these problems is an encapsulation of fish oil. This book discusses the importance of omega-3 fatty acids, microencapsulation methods and its signification in the food industry, the emulsion-based delivery system of omega-3 fatty acids, microencapsulation of fish oil and the delivery of microencapsulated fish oil into bakery products like cookies.