To prevent the oxidation of EPA and DHA （54.79%） algae oil, Using whey separation protein, HI-CAP100 and malt dextrin （DE20） as wall material， the spray drying method was used to study its solid state， The optimum ratio of wall material and production conditions were determined with the embedding rate as the index， and the change of fatty acid composition of EPA algae oil in the curing process was studied. The experimental results show that the optimum proportion of HI-CAP100， whey separation protein and maltodextrin （DE20） was 2 ∶ 2 ∶ 1， the content of monoglyceride was 1%， the content of solid substance was 40%， and the homogenization condition was 35MPA three times. The air inlet temperature is 185-195 ℃ and the air outlet temperature is 90-100 ℃. When the oil load is 30%， the embedding rate is up to 97.03% and the oil load is 50%， the embedding rate is up to 92.88%. In the process of microcapsule preparation， EPA and DHA were only reduced by 1.021% and 1.327% respectively， indicating that the oxidation of PUFA was not obvious during the spray process， and the embedding effect was better.