Research on the stability of flavours during high temperature extrusion cooking is reviewed. The important factors that affect flavour and aroma retention during the process of extrusion are illustrated. A substantial number of flavour volatiles which are incorporated prior to extrusion are normally lost during expansion, this is because of steam distillation. Therefore, a general practice has been to introduce a flavour mix after the extrusion process. This extra operation requires a binding agent (normally oil), and may also result in a non‐uniform distribution of the flavour and low oxidative stability of the flavours exposed on the surface. Therefore, the importance of encapsulated flavours, particularly the β‐cyclodextrin‐flavour complex, is highlighted in this paper.