The invention discloses a preparation method of oil powder containing unsaturated fatty acids, and especially relates to a preparation method of fish oil powder. The method comprises the following steps: combining an emulsifier and a packing material properly matching with fish oil through using a carrier embedding technology, carrying out stirring or normal pressure homogenizing treatment to make the fish oil be dispersed at a high speed in order to become an oil-in-water (O/W) emulsification system with homogenous state and good stability and to make oil droplets be embedded in the packing material, and carrying out subsequent spray drying to prepare a powdery fish oil product. The highest fish oil content can reach 80wt%.