Spray freeze-drying (SFD) is a new method of microcapsule preparation, which combines spray drying (SD) and freeze-drying (FD) processes to obtain a high-quality powder. The encapsulation efficiency, moisture content, productivity, repose angle, solubility, total drying time and total drying energy consumption were taken as evaluation indexes, and the best parameters of vacuum pressure and air volume were determined by weighted comprehensive score method in the process of spray freeze-drying. The composition of the fatty acid composition of fish oil before and after embedded was compared and analyzed. The results showed that the quality of fish oil microcapsule prepared by vacuum pressure of 35 Pa and cold air volume of 5.5 m3/min was superior, and the particle size distribution was concentrated, which was concentrated between 117.13～200.06 μm, and the fluidity of powder was great and the overall quality was superior. The fatty acid composition of fish oil changed little before and after embedded, and the relative content of saturated fatty acids decreased, and the relative content of unsaturated fatty acids increased. The relative contents of DHA and EPA increased by 0.966% and 0.037% respectively.