Already used in the food, pharmaceutical, cosmetic, and agrochemical industries, encapsulation is a strategy used to protect active ingredients from external degradation factors and to control their release kinetics. Various encapsulation techniques have been studied, both to optimise the level of protection with respect to the nature of the aggressor and to favour a release mechanism between diffusion of the active compounds and degradation of the barrier material. Biopolymers are of particular interest as wall materials because of their biocompatibility, biodegradability, and non-toxicity. By forming a stable hydrogel around the drug, they provide a ‘smart’ barrier whose behaviour can change in response to environmental conditions. After a comprehensive description of the concept of encapsulation and the main technologies used to achieve encapsulation, including micro- and nano-gels, the mechanisms of controlled release of active compounds are presented. A panorama of natural polymers as wall materials is then presented, highlighting the main results associated with each polymer and attempting to identify the most cost-effective and suitable methods in terms of the encapsulated drug.