Arthorospira platensis polyphenolic natural extracts have several benefits for human health. Due to their instability and reduced shelf-life, these extracts are usually encapsulated. This work analyzed the supercritical emulsion extraction (SFEE) processes for the production of polymeric nanoparticles loaded with Arthrospira platensis polyphenols extracts. The objective of this work was to evaluate a powdered encapsulation system to overcome the drawbacks of liquid systems, which are those mainly used for microalgae extract stabilization. An optimization study was performed investigating different process parameters comparing the obtained particles in terms of particle size distribution, morphology, and encapsulation efficiency. The process permitted to produce successfully the loaded polymeric nanoparticles with an encapsulation efficiency up to 74% in the best operating conditions. The SEE process allowed a better control of morphology and particle size distribution of the nanometric particles operating in a continuous mode.