The present invention provides a preparing method of microcapsule containing unsaturated fatty acid comprising the steps of (a) preparing a first coating material by mixing and gelatinating one or more gums selected from the group consisting of xanthan gum, guar gum, and locusbean gum, with poly glycerin esters of fatty acid in sterilized water, adding unsaturated fatty acid to the solution, and homogenizing the solution; (b) preparing a second coating material by mixing and gelatinating starch or modified starch, gelatin or casein, and poly glycerin esters of fatty acid in sterilized water, adding the first coating material prepared in (a) to the solution, and homogenizing the solution; and (c) spraying the second coating material prepared in (b) in cold sterilized water; a microcapsule prepared by the method; and articles containing the microcapsule. The present microcapsule has effects of preventing the oxidation of unsaturated fatty acid and inhibiting offensive smell.