The microcapsules loaded with quercetin were prepared by supercritical fluid extraction of emulsions (SFEE). The influence of process parameters like operating temperature and pressure, CO2 flow rate and emulsion parameters was studied with respect to microcapsules size, distribution and solvent residue. The solvent residue and microcapsules were characterized by headspace gas chromatography, field emission scanning electron microscopy, Zeta potential and Fourier transform infrared spectroscopy. The results showed that the solvent residue can be as low as 59 mg/L after 40 min treatment at 313 K, 9 MPa and CO2 flow rate of 0.4 L/min. When the wall material concentration increases from 25 g/L to 100 g/L, the microcapsules size increased from 0.9 m to 3.7 m. Compared with the solvent evaporation method, the SFEE method can effectively remove the organic solvent in a short time and the analyses confirmed that the prepared microcapsule has high sphericity, clear interface and good stability in water.