Microencapsulation of garden cress oil (GCO) using different wall materials such as sodium caseinate (SACA), whey protein concentrate (WPC), blend of maltodextrin and gum arabica (MDGA) and skimmed milk powder (SKM) was examined using spray-drying method. Physicochemical properties of GCO microencapsules were evaluated with reference to encapsulate size, shape, surface oil, encapsulation efficiency and oxidative stability as a function of storage temperature and time. The surface oil content increased significantly and microencapsulation efficiency (ME) decreased as oil/wall material ratio increased irrespective of type of wall material used. Highest ME efficiency of 85.4% was obtained with SACA followed by WPC, MDGA, and SKM. The particle sizes of microencapsulae were in the range of 13.3–31.3 µm and no significant change was observed with respect to the type of wall material and oil/wall material ratio. The influence of microencapsulation on fatty acid profile was evaluated especially with respect to α-linolenic acid levels in microencapsules. SACA offered good oxidative stability and the microencapsulation process did not affect fatty-acid composition of GCO. Thus, the encapsulated GCO powder can be supplemented in food products to enhance plant-based n-3 fatty acid.