There is an increasing body of evidence of the positive impact of several marine lipids on human health. These compounds, which include ω-3 polyunsaturated fatty acids, have been shown to improve blood lipid profiles and exert anti-inflammatory and cardioprotective effects. The high instability of these compounds to oxidative deterioration and their hydrophobicity have a drastic impact in their pharmacokinetics. Thus, the bioavailability of these compounds may be affected, resulting in their inability to reach the target sites at effective concentrations. In this regard, micro/nanoparticles can offer a wide range of solutions that can prevent the degradation of targeted molecules, increase their absorption, uptake and bioavailability. In this work we will present the options currently available concerning micro- and nanodelivery systems for marine lipids; with emphasis on micro/nanoparticles; such as micro/nanocapsules and emulsions. A wide range of bottom-up approaches using casein, chitosan, cyclodextrins, among others; will be discussed.