The invention relates to a method for protecting and delaying unsaturated fatty acid from oxidation through a lactoprotein microcapsule. The unsaturated fatty acid (including unsaturated fatty acids, which are different in carbon atom number and double bond quantity, of oleic acid, ricinoleic acid, [alpha]-linolenic acid, eicosapentaenoic acid, docosapentaenoic acid, docosahexaenoic acid, linoleic acid, dihomo-[gamma]-linolenic acid, [gamma]-linolenic acid, arachidonic acid, eicosatrienoic acid and the like, and vegetable or animal oil and fat rich in fatty acid, such as olive oil, aloe oil, safflower seed oil, castor oil, fish oil and the like) are under the protection of the lactoprotein microcapsule, the oxidation process of the fatty acid is retarded; the stability and the shelf life of a product are obviously improved. The method has the following advantages that I, a production and preparation technical process is simple, convenient and pollution-free; II, the obtained product unsaturated fatty acid lactoprotein microcapsule is better in solubility and higher in storage stability, and can also be used for producing multiple functional foods and healthcare products of a liquid milk beverage, high-protein acidophilus milk, cheese, a high-protein nutritional bar and the like.