The invention relates to a method for preparing a fish oil ethyl ester microcapsule from fish pomace, which mainly comprises the extraction of fish oil, the preparation of fish fatty acid ethyl ester, the purification of fish oil ethyl ester and the preparation of a fish oil ethyl ester microcapsule, wherein the extraction of fish oil comprising the following steps: eliminating foreign matters from fish viscus, cleaning, mashing, adding pepsin and neutral protease for enzymolysis, then adding anhydrous alcohol, standing to stratify, and centrifuging to obtain the fish oil; the preparation of fish fatty acid ethyl ester comprising the following steps: mixing the fish oil with ethanol, making the mixture to be subject to an esterification reaction under the catalysis of sodium ethylate, vaporizing the ethanol, washing with water, and then centrifuging to obtain the fish oil ethyl ester; in the purification process, supercritical CO2 extraction is adopted, the purified fish oil ethyl ester is a golden yellow transparent liquid, and EPA ethyl ester and DHA ethyl ester contents thereof are more than 50%; and the preparation of a fish oil ethyl ester microcapsule comprises the following steps: mixing sodium alginate, maltodextrin and sodium caseinate, dissolving in water, adding the purified fish oil ethyl ester, and adopting a spray drying method to obtain the powdered fish oil ethyl ester microcapsule which can hide the fishy smell of the fish oil ethyl ester, improve the mouth feel and be beneficial to packaging and storage.