The present invention provides microcapsules in which oil comprising unsaturated fatty acids is encapsulated, such as polyunsaturated fatty acids (PUFAs), the invention further relates to a process for preparing the microcapsules. The process comprises the step of adding a plasticizer to the ingredients forming an emulsion, which emulsion may be spraydried in a subsequent step to form the microcapsules. The presence of the plasticizer and of other constituents of the emulsion and/or the microcapsules synergistically interact so as to results in encapsulated PUFAs having an increased stability and a reduced off-taste.