Hollow polyelectrolyte capsules were fabricated by means of stepwise adsorption of polyelectrolytes followed by dissolution of the templating core. The capsule wall thickness was approximately 20 nm. The diameter of the capsules is given by the size of the templates (3.3 mu m). These capsules exclude poly(styrenesulfunate) (P-SS) from a molecular weight of 4200 upward but are permeable for small ions and 6-carboxyfluorescein (6-CF). By means of adding PSS in acidic form to the bulk solution, a Donnan equilibrium between the bulk and internal solution encapsulated within the capsules was created. The pH in the capsule interior is more basic. This difference in pH is larger than a unit for capsules of 3.3 mu m in diameter. Addition of NaCl decreases this pH difference. A theoretical model is developed that describes the observed pH difference. The essential assumptions of the model are the selective permeability of the capsule wall, charging of the capsule together with its interior according to its capacitance, and an osmotic balance of the system. The developed shell system represents a novel class of stable colloids combining the compartmentalization of an aqueous solution with the possibility of creating pH differences on the micrometer scale.