There is currently a lack of effective delivery systems to encapsulate, protect, and release bioactive lipophilic components, such as omega-3 fatty acids, conjugated linoleic acid, tributyrin, vitamins, antioxidants, carotenoids, and phytosterols, which is holding back the development of functional foods designed to combat diseases such as coronary heart disease, diabetes, hypertension, and cancer. Delivery systems consisting of lipid droplets encapsulated by nano-laminated biopolymer coatings have great potential for use in the food industry for the encapsulation, protection, and release of bioactive lipids. This article reviews the potential impact of the physicochemical characteristics of nano-laminated biopolymer coatings on the bioavailability of encapsulated lipids. The effects of layer thickness, composition, electrical charge, permeability, and environmental responsiveness on digestion, release, and absorption of lipophilic components are highlighted. The possibility of designing nano-laminated biopolymer coatings to increase, decrease, or control the bioavailability of encapsulated lipids is shown. Data generated from in vitro digestion models and animal feeding studies are presented. This knowledge could be used by the food industry to produce functional foods designed to improve human health and wellness.