Climate change due to different human activities is causing adverse environmental conditions and uncontrolled extreme weather events. These harsh conditions are directly affecting the crop areas, and consequently, their yield (both in quantity and quality) is often impaired. It is essential to seek new advanced technologies to allow plants to tolerate environmental stresses and maintain their normal growth and development. Treatments performed with exogenous phytohormones stand out because they mitigate the negative effects of stress and promote the growth rate of plants. However, the technical limitations in field application, the putative side effects, and the difficulty in determining the correct dose, limit their widespread use. Nanoencapsulated systems have attracted attention because they allow a controlled delivery of active compounds and for their protection with eco-friendly shell biomaterials. Encapsulation is in continuous evolution due to the development and improvement of new techniques economically affordable and environmentally friendly, as well as new biomaterials with high affinity to carry and coat bioactive compounds. Despite their potential as an efficient alternative to phytohormone treatments, encapsulation systems remain relatively unexplored to date. This review aims to emphasize the potential of phytohormone treatments as a means of enhancing plant stress tolerance, with a specific focus on the benefits that can be gained through the improved exogenous application of these treatments using encapsulation techniques. Moreover, the main encapsulation techniques, shell materials and recent work on plants treated with encapsulated phytohormones have been compiled.