The present invention provides a method of preparing highly stable microcapsule powders or microparticles containing a fat-soluble nutrient having multiple double bonds. The method includes a) dissolving the fat-soluble nutrient having multiple unsaturated double bonds to prepare an oil phase; b) dissolving a part of a capsule shell material into water to prepare an aqueous phase; c) shearing the aqueous phase and the oil phase, and mixing and emulsifying the same to obtain an emulsion; d) homogenizing the emulsion by a standard high-pressure homogenizer, to make the emulsion obtain droplets in the emulsion with an average particle diameter at a nanometer level, thereby producing a nanometer scale emulsion; e) directly adding a remaining part of the capsule shell material into the homogenized nanometer scale emulsion, and shearing, mixing, and dissolving the same to obtain a twice-embedded emulsion; and f) performing spray granulation on the twice-embedded emulsion, and drying resultant granules to obtain the highly stable microcapsule powder or microparticles.