Salmon oil rich in omega-3 polyunsaturated fatty acids and astaxanthin was microencapsulated in polyethylene glycol-6000 using particles from gas saturated solutions process. The process conditions viz. temperature (45–55 °C), pressure (15–25 MPa), oil and polymer ratio (1:2.5–1:10), and nozzle size (300–500 μm) were optimized for maximizing encapsulation efficiency. The maximum encapsulation yield of 79.20% was obtained in the microparticle produced at a temperature of 50 °C, pressure of 25 MPa, oil and polymer ratio of 1:5, and nozzle diameter of 400 μm. Astaxanthin content of 40.60 μg/g oil in microparticle; bulk density of 0.26%; cohesiveness and flowability measured by the Carr index of 12.76, and wettability of 5.91 min of the microparticles were found. Scanning electron microscopic analysis showed microparticles of different morphologies, from spherical or elongated to amorphous-shaped, with the size of the microparticles between 0.37 μm and 449 μm. Fourier transform infra-red spectroscopy spectra and fatty acid compositions of salmon oil before and after microparticle formation suggested that there was no remarkable alteration due to the PGSS process. Microparticles showed significant thermogravimetric stability up to 350 °C, and in vitro release of oil in fluids stimulating gastric conditions was faster than in distilled water. Display omitted •Microparticles of omega-3 PUFA-rich salmon oil in PEG-6000 were prepared by PGSS.•The EE was 79.20% at 50 °C, 25 MPa, oil: polymer 1:5, and 300 μm nozzle.•ω-3 PUFAs and astaxanthin were not affected by PGSS process conditions.•Characterizations proved good combination of salmon oil with PEG in PGSS process.•TGA and release profile showed applicability in food and pharmaceuticals.