Microencapsulation technologies have been extensively applied in the food industry during the last decades, due to their many advantages, such as protecting the core from degradation and converting liquid feeds into powdered materials. Spray drying and spray chilling are widespread processes to produce particles in the form of powders, in the micron scale, and can be used to encapsulate hydrophobic and hydrophilic compounds. However, both techniques present disadvantages that can limit the protection of the core and their application in foods, e.g., exposure to high temperatures during spray drying and polymorphic changes of the wall material in spray-chilled particles. A promising alternative to overcome these drawbacks is the combination of spray drying and spray chilling to produce double-coated bioactive compounds, thus adding up the benefits of both processes, as well as mitigating their limitations. Recent studies that applied this approach to encapsulate different core materials, i.e., fish oil, probiotics, tucumã oil, red propolis extract, phenolic compounds, and carotenoid-rich extracts from pumpkin and guarana by-products, demonstrated that the combination of spray drying and spray chilling provided additional protection to the encapsulated compounds by reducing the loss of bioactive compounds after heating and/or storage, besides allowing to mask unpleasant flavors and improving the controlled release of the core during simulated gastrointestinal digestion. Based on these successful results, this protocol aims to give detailed information about the basic steps to produce microparticles by the combination of spray drying and spray chilling, in addition to providing key notes and tips for adaptation of the method to different core materials and for troubleshooting.