The world scenario has undergone a nutritional transition in which some countries have left the reality of malnutrition and now face an epidemic of excess body weight. Researchers have been looking for strategies to reverse this situation. Peptides and proteins stand out as promising molecules with anti-obesity action. However, oral administration and passage through the gastrointestinal tract face numerous physiological barriers that impair their bioactive function. Encapsulation aims to protect the active substance and modify the action, one possibility of potentiating anti-obesity activity. Research with encapsulated peptides and proteins has demonstrated improved stability, delivery, controlled release, and increased bioactivity. However, it is necessary to explore how proteins and peptides affect weight loss and satiety, can impact the nutritional status of obesity, and how encapsulation can enhance the bioactive effects of these molecules. This integrative review aimed to discuss how the encapsulation of protein molecules impacts the nutritional status of obesity. From the studies selected following pre-established criteria, it was possible to infer that the encapsulation of proteins and peptides can contribute to greater efficiency in reducing weight gain, changes in adipose tissue function, and lower hormone levels that modulate appetite and body weight in animals with obesity.