Chia oil (CO) is the vegetable source with the highest ω − 3 polyunsaturated fatty acids (PUFAs) proportion known to date (61%–70%). Although this is favorable from a nutritional point of view, higher contents of ω − 3 PUFAs result in shorter shelf life and poorer oxidative stability. The objective of this work was to design edible oil powders of CO co‐encapsulated with commercial antioxidant‐rich sources—containing β‐carotene (BC), astaxanthin (ASX), and vitamin E (VE), either alone or combined (BC–VE and ASX–VE)—to prolong its oxidative stability. To carry out this, spray‐dried microcapsules were produced through oil‐in‐water double‐layered emulsions using whey proteins and pectin. Spray‐dried capsules were stored at 4 and 30°C, and weekly determinations of primary and secondary oxidation compounds were carried out, by measuring peroxide value (PV) and thiobarbituric reactive substances. CO microcapsules with just one commercial antioxidant‐rich source played a key role to keep oxidative indicators below recommended limits (PV < 15 meq kg−1 oil) when storing powders at 30°C, being ASX the best option, whereas there was no significant effect in oxidation when stored at 4°C. Nevertheless, when combining commercial antioxidant sources (BC–VE and ASX–VE), a marked prooxidant effect was observed, exceeding PV threshold at both temperatures after 2 months of storage.Practical Applications: Combination of chia oil and natural antioxidant commercial sources in edible powders constitutes a promising commodity to design potentially anti‐inflammatory nutritional interventions to prevent chronic noncommunicable diseases. This study contributes to show that mixing different antioxidants with chia oil might have a detrimental effect on oil oxidative stability during storage, so caution must be applied when formulating this type of functional ingredients as more is not always better. The goal of this contribution is that it was possible to obtain an easy‐to‐handle powder nutraceutical ingredient containing both chia oil and astaxanthin (using antioxidant concentrations that might have a significant effect on human health) that could be stored at 30°C up to 8 weeks, keeping oxidative indicators below the limits recommended by Codex Alimentarius (peroxide value <15 meq kg−1 oil).