Whey protein isolate (WPI), soy protein isolate (SPI) and pea protein isolate (PPI) were used as composite wall materials with maltodextrin, respectively, and lecithin was used as an emulsifier to encapsulate fish oil. The properties of fish oil microcapsules prepared by three proteins were determined by laser particle size analyzer, scanning electron microscopy, Fourier transform infrared spectroscopy (FTIR) and thermogravimetric analyzer. The particle size distribution result in descending order was SPI, PPI and WPI, and the emulsifying properties in descending order was WPI, PPI and SPI. The emulsion prepared by WPI showed the smallest particle size, the highest embedding rate and the best oxidation stability. The results of scanning electron microscopy showed that the microcapsule prepared by WPI was spherical and the surface was relatively intact. There were pits and a few holes on the surface of the microcapsules prepared by SPI and PPI. The FTIR of microcapsules revealed that WPI contained high content of α-helix and disordered structure, which were more conducive to encapsulate. Thermogravimetric analysis showed that the three fish oil microcapsules had good thermal stability at temperature below 200℃, which could meet the processing conditions of general food, while the microcapsules prepared by SPI had the highest thermal stability. Therefore, the properties of fish oil microcapsule prepared by whey protein isolate except for thermal stability were better than that prepared by soybean protein isolate and pea protein isolate.