The aim of this work was to evaluate the oxidative stability of docosahexaenoic acid (DHA) from Aurantiochytrium limacinum SR21 microalgae cells and in their lipidic extract by differential scanning calorimetry (DSC). Besides, freezing was evaluated as a strategy for microalgal DHA long-term conservation by analysing changes in their thermal properties. As a first approach, mixtures of the most representative A. limacinum SR21-fatty acids were evaluated in model systems. DHA and palmitic acid were the major polyunsaturated and saturated fatty acids produced by the microalgae cells, respectively. Changes in DHA/palmitic acid ratio in model systems, in cells and their lipidic extracts, were detected by DSC through shifts in the oxidation onset temperature (OOT) values. However, OOT values of cells and lipidic extracts could be also influenced by cellular compartmentalisation, carotenoids and other components presence. Freezing was not a good strategy for DHA long-term conservation, as revealed by OOT values and thermal properties, which reflected the extensive changes that occurred during storage.