Sensory evaluation of the cake added with micro-algae DHA and determination of the DHA, peroxide value and acid value, etc, were made in this paper. The results showed that adding micro-algae DHA did not cause significant changes in the smell and taste of the cake. In the test of the micro-algae DHA additives (0.10 mg/g~1.00 mg/g finished product) inside, the average loss rate of the DHA in cake after baking is 12.28% and DHA loss also changes very little in room temperature placed after 2 d. No significant changes in the peroxide value and acid value of the cake were found in the process of production and placement. The cake's main ingredients showed little influence on the stability of the micro-algae DHA. The micro-algae DHA of the test can be used in the production of cake, and new functional food containing DHA will be developed.