Nanoencapsulation can increase the stability of bioactive compounds, ensuring protection against physical, chemical, or biological degradations, and allows to control of the release of these biocompounds. Chia oil is rich in polyunsaturated fatty acids—8% corresponds to omega 3 and 19% to omega 6—resulting in high susceptibility to oxidation. Encapsulation techniques allow the addition of chia oil to food to maintain its functionality. In this sense, one strategy is to use the nanoemulsion technique to protect chia oil from degradation. Therefore, this review aims to present the state-of-the-art use of nanoemulsion as a new encapsulation approach to chia oil. Furthermore, the chia mucilage—another chia seed product—is an excellent material for encapsulation due to its good emulsification properties (capacity and stability), solubility, and water and oil retention capacities. Currently, most studies of chia oil focus on microencapsulation, with few studies involving nanoencapsulation. Chia oil nanoemulsion using chia mucilage presents itself as a strategy for adding chia oil to foods, guaranteeing the functionality and oxidative stability of this oil.