Yeast cells offer promising possibilities as matrices for microencapsulation of fish oil. The properties of these vessels can be shaped using pretreatment procedures such as autolysis or hydrolysis with heterogeneous enzymes. Employment of mathematical utilities allowed optimization of encapsulation conditions in order to further improve the efficiency of the process, while keeping the oxidative damage of encapsulated oil at a relatively low level. Furthermore, the process of microencapsulation of fish oil in yeast cell showed to be non-specific toward any of the fatty acids present in the encapsulated substance. The encapsulated oil was stable in terms of oxidation provided the humidity of the environment was limited. Moreover, there exists a possibility to improve the oxidative stability of the oil in the yeast cell capsules even further by applying a coating layer formed of HPMC. Aside from coating effects, HPMC promotes agglomeration that decreases the external surface of the microcapsules minimizing oxygen diffusion rate.