Microalgae are a valuable and innovative emerging source of natural nutrients and bioactive compounds that can be used as functional ingredients in order to increase the nutritional value of foods to improve human health and to prevent disease. The marine microalga Isochrysis galbana has great potential for the food industry as a functional ingredient, given its richness in ω3 long chain-polyunsaturated fatty acids (LC-PUFAs), with high contents of oleic, linoleic, alpha-linolenic acid (ALA), stearidonic, and docosahexaenoic (DHA) acids. This study focuses on the formulation of a functional food by the incorporation of 2% (w/w) of I. galbana freeze-dried biomass and 2% (w/w) of I. galbana ethyl acetate lipidic extract in solid natural yogurts preparation. In the functional yogurt enriched with microalgal biomass, the ω3 LC-PUFA’s content increased (to 60 mg/100 g w/w), specifically the DHA content (9.6 mg/100 g ww), and the ω3/ω6 ratio (augmented to 0.8). The in vitro digestion study showed a poor bioaccessibility of essential ω3 LC-PUFAs, wherein linoleic acid (18:2 ω6) presented a bioaccessibility inferior to 10% and no DHA or eicosapentaenoic acid (EPA) was detected in the bioaccessible fraction of the functional yogurts, thus indicating a low accessibility of lipids during digestion. Notwithstanding, when compared to the original yogurt, an added value novel functional yogurt with DHA and a higher ω3 LC-PUFAs content was obtained. The functional yogurt enriched with I. galbana can be considered important from a nutritional point of view and a suitable source of essential FAs in the human diet. However, this needs further confirmation, entailing additional investigation into bioavailability through in vivo assays.