Pour oil into small sauce pan to 1/8 inch deep.
Heat oil until shimmering or 350F.
Drain capers and dry on paper towels or kitchen towel.
Add capers to pan without overcrowding, in batches if making a large quantity.
Fry until golden brown, about 2-3 minutes.
Carefully remove capers from oil with a slotted spoon and drain on paper towel.
Let rest a few minutes before using. If making ahead, they can stay uncovered at room temperature for several hours.
To store, keep in covered container at room temperature for several days.