Olive leaves (Olea europaea L.) contain a multitude of bioactive compounds such as sterols, carotenes, triterpenic alcohols and phenolic compounds. These compounds have been shown to exhibit antiviral, antioxidant, candida-growth-inhibitory, anticancer, antifungal, anti-inflammatory and antibacterial activities. In this sense, submicron particles from olive leaves with antioxidant activity were precipitated by supercritical antisolvent extraction in a previous work. Moreover, encapsulation enables the delayed release of compounds and avoids the first-step effect in medical therapies. Therefore, this work focused on encapsulation of particles with a certain antioxidant capacity from olive pruning waste using supercritical technology. A variety of experiments were carried out to test how the different operating variables (pressure, temperature and extract-polymer ratio) affect. Morphology was analyzed by SEM microscopy, obtaining encapsulates between 1 and 5 microns in size. The antioxidant capacity was determined by the DPPH assay, with most of the encapsulates having AAI values between 0.5 and 1 (moderate antioxidant capacity). An increase in polyphenol content was observed in the 1:3 ratio tests. The release of the compounds in gastric simulated medium was retarded by the polymeric encapsulation, while in intestinal fluid, the solubility was improved compared to the unencapsulated particles. Overall, the supercritical encapsulation process for the natural extract of olive pruning residues has proven to be effective in obtaining antioxidant particles with different release profiles.