The invention discloses layer-by-layer self-assembled solidified linseed oil and a method for layer-by-layer self-assembled solidification of compound fat. The method comprises the following steps of (1) dispersing the fat into a sodium alginate aqueous solution, and performing shearing or homogenizing so as to obtain fat sodium alginate microcapsules; (2) adding the fat sodium alginate microcapsules to a calcium lactate aqueous solution, and performing stirring so as to obtain solidified fat sodium alginate gel beads; (3) sequentially adding the solidified fat sodium alginate gel beads to a chitosan aqueous solution, a sodium alginate aqueous solution and a calcium lactate aqueous solution, and performing sequential stirring so as to obtain one layer of self-assembled solidified fat sodium alginate gel beads; and (4) repeating the step (3) on the one layer of the self-assembled solidified fat sodium alginate gel beads, so that layer-by-layer self-assembled solidification of fat is realized. The gel beads are high in oil carrying rate, and according to the mass ratio of core materials to wall materials, calculated oil carrying rate of the microcapsules is as high as 1700-7000%. The method can be performed under normal atmospheric temperature, and compared with a spray drying manner, the method has the advantages that the temperature is low, so that the cost is saved.