A gelatinous or “gummy” confection is supplemented with low-DHA, low-chlorophyll, high-protein microalgal cells. Because the microalgal cell walls encapsulate the microalgal protein, the microalgal cells do not interfere with the setting process of the confection. The confection can be produced by combining gelatin or other gelling agent with sweetener, color, flavor, and intact high-protein microalgae. The microalgae can be obtained from heterotrophic cultivation of Chlorella protothecoides or other microalgal cells under nitrogen replete conditions with washing, pasteurization and drying to obtain microalgal flour with at least 50% microalgal protein by weight.