Fucoxanthin is a xanthophyll carotenoid abundant in marine brown algae. The potential therapeutic effects of fucoxanthin on tumor intervention have been well documented, which have aroused great interests in utilizing fucoxanthin in functional foods and nutraceuticals. However, the utilization of fucoxanthin as a nutraceutical in food and nutrient supplements is currently limited due to its low water solubility, poor stability, and limited bioaccessibility. Nano/micro-encapsulation is a technology that can overcome these challenges. A systematic review on the recent progresses in nano/micro-delivery systems to encapsulate fucoxanthin in foods or nutraceuticals is warranted. This article starts with a brief introduction of fucoxanthin and the challenges of oral delivery of fucoxanthin. Nano/micro-encapsulation technology is then covered, including materials and strategies for constructing the delivery system. Finally, future prospective has been discussed on properly designed oral delivery systems of fucoxanthin for managing cancer. Natural edible materials such as whey protein, casein, zein, gelatin, and starch have been successfully utilized to fabricate lipid-based, gel-based, or emulsion-based delivery systems, molecular nanocomplexes, and biopolymer nanoparticles with the aid of advanced processing techniques, such as freeze-drying, high pressure homogenization, sonication, anti-solvent precipitation, coacervation, ion crosslinking, ionic gelation, emulsification, and enzymatic conjugation. These formulated nano/micro-capsules have proven to be effective in stabilizing and enhancing the bioaccessibility of fucoxanthin. This review will inspire a surge of multidisciplinary research in a broader community of foods and motivate material scientists and researchers to focus on nano/micro-encapsulated fucoxanthin in order to facilitate the commercialization of orally-deliverable tumor intervention products.