Polyunsaturated fatty acids oxidize easily due to their chemical structure, causing a reduction of their nutritional properties. Nanostructured systems may be an alternative to protect fatty acids against oxidation, improving solubility and stability. Consequently, nutritional value of food is maintained as well as the sensory characteristics (color, flavor, texture, and aroma) when fatty acids are added to food products. The present study is a narrative review to introduce the potential benefits of omega-3 unsaturated fatty acids nanoparticles incorporated in food products. The literature review includes publications in English and Portuguese issued between March 1985 and March 2019, in PubMed, ScienceDirect and Web of Science databases. Manual searches were conducted in the articles references lists of the articles included to identify other relevant studies. There were studies that evaluated the stability of fatty acids in food products such as bread, fruit juice, milk, yogurt, and meat. In this study, the most used nanostructured systems for the incorporation of fatty acids were the nanocapsules and the nanoliposomes. Currently, the nanostructured system demonstrates a potential to improve protection of polyunsaturated fatty acids against oxidization and thermal degradation. In this way, they maintain their functional properties and their bioavailability increases and therapeutic efficacy and sensory properties are improved. There are several methodologies being tested, which makes it difficult to identify the most efficient formulation to protect fatty acids. Nanostructured systems seem to be the best alternative to protect polyunsatured fatty acids from oxidization. The encapsulation efficiency, particle’s size and type are relevant factors to be considered to evaluate oxidization. In conclusion, the review showed that currently it is impossible to determine the most efficient methodology. Besides, nanoformulations should follow international guidelines to present more standardized and therefore more efficient particles.