This review aims to gather the current state of the art on the encapsulation methods using alginate as the main polymeric material in order to produce hydrogels ranging from the microscopic to macroscopic sizes. The use of alginates as an encapsulation material is of growing interest, as it is fully bio-based, bio-compatible and bio-degradable. The field of application of alginate encapsulation is also extremely broad, and there is no doubt it will become even broader in the near future considering the societal demand for sustainable materials in technological applications. In this review, alginate’s main properties and gelification mechanisms, as well as some factors influencing this mechanism, such as the nature of the reticulation cations, are first investigated. Then, the capacity of alginate gels to release matter in a controlled way, from small molecules to micrometric compounds, is reported and discussed. The existing techniques used to produce alginates beads, from the laboratory scale to the industrial one, are further described, with a consideration of the pros and cons with each techniques. Finally, two examples of applications of alginate materials are highlighted as representative case studies.