Docosahexaenoic acid (DHA) is an essential fatty acid (FA) with proven pro-health effects, but improving its bioavailability is becoming a public health issue. The bioavailability of DHA from microalgal (A) oil has been comprehensively assessed, particularly in terms of the molecular structuring capabilities offered by A-oil. Here, we explored the impact of five DHA-rich formulas differing in terms of (i) molecular structure, i.e., ethyl ester (EE), monoglyceride (MG), or triglyceride (TG), and (ii) supramolecular form, i.e., emulsified TG or TG + phospholipids (PL blend) on the lymphatic kinetics of DHA absorption and the lipid characteristics of the resulting lipoproteins. We demonstrated in rats that the conventional A-DHA TG structure afforded more effective DHA absorption than the EE structure (+23%). Furthermore, the A-DHA MG and A-DHA emulsions were the better DHA vectors (AUC: 89% and +42%, respectively) due to improved lipolysis. The A-DHA MG and A-DHA emulsion presented the richest DHA content in TG (+40%) and PL (+50%) of lymphatic chylomicrons, which could affect the metabolic fate of DHA. We concluded that structuring A-DHA in TG or EE form would better serve for tissue and hepatic metabolism whereas A-DHA in MG and emulsion form could better target nerve tissues.