Nannochloropsis oculata microalgae has drawn attention due to its secondary metabolites with biological activity, such as carotenoids, chlorophylls and phenolic compounds. However, they are chemically unstable and prone to degradation, limiting their efficacy. Therefore, the aim of this study was to nanoencapsulate bioactives from Nannochloropsis oculata microalgae using ultrasound-assisted emulsification with chitosan as the wall material. The bioactive compounds were encapsulated through mechanical agitation and ultrasound. The effects of chitosan concentration (0.25, 0.5, and 1.0% w v^-1) were evaluated, and the role of chitosan protonation and deprotonation was examined in conventional and Pickering emulsions, respectively. Nanocapsules morphology was analyzed using transmission electron microscopy (TEM). Physicochemical stability was monitored over 30 days using dynamic light scattering (DLS) and electrophoretic light scattering (ELS). Antioxidant stability was also assessed over 30 days using the ABTS radical assay [2,2′-azinobis-(3-ethylbenzothiazoline-6-sulfonic acid)]. TEM analysis revealed that conventional emulsions exhibited more spherical structures compared to Pickering emulsions, which may be attributed to the lower zeta potential in Pickering emulsions (14-18 mV) compared to conventional emulsions (32-41 mV). This reduction could have led to increased chain collisions and a greater tendency for aggregation, affecting the homogeneity of chitosan adsorption on the bioactives surfaces. Moreover, this behavior is consistent with the physicochemical stability results, where conventional emulsions exhibited a capsule size increase of 53-85%, compared to 100-173% for the Pickering emulsions. Indeed, all emulsions produced capsules in the nanoscale range (265-470 nm). Regarding antioxidant stability, the lower chitosan concentration in Pickering emulsions (0.25-0.5% w v^-1) provided less protection, with an approximately 40% reduction in inhibition percentage by day 30. This reduced stability could be associated with the decreased adsorption of chitosan on the bioactives surface, leading to their release. In conclusion, this study successfully developed nanocapsules containing bioactive compounds from microalgae, which can be used in functional food development.