Research on the stability of flavours during high temperature extrusion cooking is reviewed. The important factors that affect flavour and aroma retention during the process of extrusion are illustrated. A substantial number of flavour volatiles which are incorporated prior to extrusion are normally lost during expansion, this is because of steam distillation. Therefore, a general practice has been to introduce a flavour mix after the extrusion process. This extra operation requires a binding agent (normally oil), and may also result in a non-uniform distribution of the flavour and low oxidative stability of the flavours exposed on the surface. Therefore, the importance of encapsulated flavours, particularly the β-cyclodextrin-flavour complex, is highlighted in this paper.