Anthocyanins are non-toxic pigments produced by secondary metabolism of plant species, which have various biological activities and could provide health benefits to the human body. However, the structure of anthocyanins is easily affected by environmental factors. By using materials such as polysaccharides and proteins as wall materials to encapsulate anthocyanins, anthocyanin microcapsules can have a certain sustained-release effect and further exert their biological activity. In this review, an overview of the molecular structure, biological activity of anthocyanins, as well as the challenges of their application in the food industry were provided. Based on carrier materials and packaging strategies, the microencapsulation technology of anthocyanins is summarized. And the application status and development trends of anthocyanin microcapsules in the food industry such as food additives and food intelligent packaging are reviewed. The aim of this review is to provide some reference for the development of high-value anthocyanin microcapsule products.