Particles from Gas-Saturated Solutions (PGSS)-drying has been used as a green alternative to encapsulate omega–3 polyunsaturated fatty acids (n–3 PUFAs) at mild, non-oxidative conditions. PGSS-dried particles have been compared to those obtained by conventional drying methods such as spray-drying and freeze-drying, finding encapsulation efficiencies (EE) up to 98% and spherical morphology for PGSS- and spray-dried particles. Freeze-dried powders showed irregular morphology and EE from 95.8 to 98.6%, depending on the freezing method. Differential scanning calorimetry (DSC) analysis revealed glass-transition and melting peaks of OSA-starch and a cold-crystallization peak corresponding to the encapsulated n–3 PUFA concentrate. Compared to conventionally dried powders, PGSS-dried microparticles showed lower primary and secondary oxidation after 28 days of storage at 4 °C. Ascorbic acid addition combined with the mild processing conditions of PGSS-drying yielded particles with a maximum peroxide value of 2.5 meq O2/kg oil after 28 days of storage at 4 °C.