Wheat grains represent the main food resource to over one thousand million human beings of our planet. Wheat grains come in association with the fungi from the time of grain maturity to the time of storage. Fungi in stored grains are the most difficult enemy to be recognized for human, it can’t be seen easily as other pests. The fungal invasion not only reduces the quality of the grain but also some species of moulds can produce highly toxic chemicals known as mycotoxins. There are hundreds of Essential oils (EOs) have antifungal properties, they offer safe alternatives to pesticides. The potential use of EOs in the liquid phase is not ideal because of a need to a large quanty of EOs, consequently the high cost and also the high residue of these oils can be remained on the products, that can have undesirable odor or taste for consumer, for that EOs using in the vapor phase as a fumigant can be an interesting alternative. Depending on the time and storage temperature, EOs can be volatilized or become inactive. Encapsulation can be the answer to these problems by decreasing the evaporation rate of the EOs, promote the ease of handling and extend shelf life.