Rosemary, an aromatic herb with significant antioxidative activity, is frequently used as food preservative and a source of nutraceuticals. Its antioxidant effect is mainly related to the presence of phenolic compounds, molecules considerably unstable and prone to irreversible physicochemical changes when exposed to external agents. We here proposed the loading of rosemary into structured lipid systems to improve its physicochemical properties. Four formulations were prepared using the same amount of rosemary lyophilized extract. The lipid phase was composed of stearic acid and oleic acid, and the aqueous phase, a varying combination of drying carriers (whey protein concentrate or gum Arabic) and surfactant (Poloxamer 188). The formulations were sonicated, spray-dried, and the obtained powders were characterized regarding the density (0.18 g/mL to 0.26 g/mL), particle size distribution (7 µm and 52 µm), and water solubility (29% to 48%). The antioxidant activity was determined by applying ABTS•+ radical-scavenging assay and the results expressed per gram of lyophilized extract (150.6 μmol Trolox/g to 376.4 μmol Trolox/g), with a significantly lower/higher result seen for formulations containing gum Arabic and a higher concentration of Poloxamer. The prepared systems may have potential applications as preservative in foodstuff and as nutraceutical.