Microencapsulation is a promising technique to improve the bioavailability and mask the unpleasant smell of DHA oils. Yet, how the encapsulated DHA oils are 'released' and 'digested' within the gastrointestinal tract (GIT) and the effect of the wall material and source of DHA have been largely unknown. Here, two commercial DHA microcapsules from algae oil (A-DHA) and tuna oil (T-DHA) with 100% whey protein (WP) and 80% casein and 20% WP (C-WP) as wall materials were evaluated in vitro respectively. The release ratio was nearly linearly increased to 77.7% and 41.7% after the simulated gastric phase for T-DHA and A-DHA microcapsules, respectively. In contrast to A-DHA microcapsules for which the release of DHA approached equilibrium in the later intestinal phase, a decline in the release ratio was shown for T-DHA microcapsules perhaps due to the interaction of T-DHA with bile salts resulting in the formation of micelles. The more stable release behaviors might suggest a better performance of A-DHA coated by WP, which enables sustainable release during GIT digestion. This is supported by the better ability to resist gastric proteolysis for A-DHA microcapsules. Additionally, T-DHA (27.5%) showed a lower lipid digestibility than A-DHA (68.5%) in the end due to their structure difference. Significantly positive correlations were found for both microcapsules between DHA release ratio and protein hydrolysis. This study has provided quantitative information on the in vitro release and digestion of DHA microcapsules as influenced by the wall protein and DHA source. The findings are practically meaningful for future formulation of DHA microcapsules with controlled release rates at target sites of the GIT.