Polyelectrolyte multilayer capsules consisting of poly(diallyldimethylammonium chloride) (PDADMAC) and poly(styrene sulfonate) (PSS) were used as a model system to study the temperature-dependent behavior of polyelectrolyte multilayer films in aqueous media. Shells terminated with PSS shrink upon heating, whereas PDADMAC-terminated ones swell, independent of the nature of the first layer, as measured by means of confocal laser scanning microscopy (CLSM) and scanning electron microscopy (SEM). Elemental analysis shows that the initial exponential layer growth of the film leads to a nearly neutral overall charge in the first case or a high positive excess charge in the latter. Depending on this overall charge either surface tension, due to an unfavorable polymer-solvent interaction, or electrostatics dominates, resulting in a shrinkage or expansion of capsules, respectively. Thus, it is possible to swell temperature-shrunk capsules by coating them with an additional PDADMAC layer. Micro-DSC measurements prove that polyelectrolyte multilayers undergo a glass transition in water at which the wall material softens, allowing the rearrangements to occur. It is found that the thermal history has an influence on the temperature behavior of capsules, especially on those ones terminated with PDADMAC. Also, the molecular weight of the polyelectrolytes affects the rearrangement of capsules. The lower the molecular weight and thus the smaller the entanglement of chains, the easier polyelectrolytes can rearrange.