The present invention generally relates to low calorie bulking agents (e.g., cellulose, starch, bran, glucans, hydrocolloids, and the like) coated with a lipid compound to form a base or inner layer and thereafter encapsulating the fiber/lipid complex within a protein compound as an outer layer. In effect, the present invention provides a delivery system for edible fibers wherein the moisture absorption by the edible fibers can be controlled. Using the encapsulated fiber of this invention, the absorption of water by the edible fiber (and thus the swelling of the edible fiber) can be effectively delayed until the encapsulated fiber reaches the stomach and normal digestive processes begin.