A novel approach to the emulsion encapsulation was developed by combining the advantages of direct encapsulation of a liquid colloidal core with the accuracy and multifunctionality of layer-by-layer polyelectrolyte deposition. Experimental data obtained for the model oil-in-water emulsion confirm unambiguously the alternating PE assembly in the capsule shell as well as the maintenance of the liquid colloidal core. Two different mechanisms of capsule destruction upon interaction with the solid substrate were observed and qualitatively explained. The proposed method can be easily generalized to the preparation of oil-filled capsules in various oil/water/polyelectrolyte systems important in the field of pharmacy, medicine, and food industry.