Milk fat globule membrane (MFGM) is a complex trilayer structure present in mammalian milk and is mainly composed of phospholipids and proteins (>90%). Many studies revealed MFGM has positive effects on the immune system, brain development, and cognitive function of infants. Probiotics are live microorganisms that have been found to improve mental health and insulin sensitivity, regulate immunity, and prevent allergies. Probiotics are unstable and prone to degradation by environmental, processing, and storage conditions. In this review, the processes used for encapsulation of probiotics particularly the potential of MFGM and its constituents as encapsulating materials for probiotics are described. This study analyzes the importance of MFGM in encapsulating bioactive substances and emphasizes the interaction with probiotics and the gut as well as its resistance to adverse environmental factors in the digestive system when used as a probiotic embedding material. MFGM can enhance the gastric acid resistance and bile resistance of probiotics, mainly manifested in the survival rate of probiotics. Due to the role of digestion, MFGM-coated probiotics can be released in the intestine, and due to the biocompatibility of the membrane, it can promote the binding of probiotics to intestinal epithelial cells, and promote the colonization of some probiotics in the intestine.