This study focuses on the encapsulation of nervonic acid-enriched structured phospholipid (NA-enriched SPL) by analysing its physical and chemical properties. Wall materials for encapsulation were initially screened, with whey protein isolate and maltodextrin exhibiting the most favourable characteristics. Optimisation of encapsulation parameters determined that a core-to-wall ratio of 1:3 provided the highest physical stability. Encapsulated samples underwent in vitro digestion, where MC-FD exhibited the highest digestibility (79.54%), followed by CV-E (72.1%) and NA-enriched SPL (29.82%). Storage stability was assessed over 90 days at 4 °C, 25 °C, and 45 °C by monitoring particle size, zeta potential, polydispersity index, microscopy, fatty acid composition, and primary and secondary lipid oxidation. MC-FD demonstrated superior stability, maintaining its physical and chemical properties, particularly at 4 °C. In contrast, CV-E showed the lowest physical stability, with significant changes in appearance and increased particle size at elevated temperatures (25 °C and 45 °C).