Customer-engineered block copolymers can self-assemble under appropriate conditions in block-selective solvents into vesicles. Such vesicles have been of enormous academic interest over the past decade for their potential applications in enzyme encapsulation as well as in controlled release of drugs, fragrance, fertilizer, etc. A drawback with the self-assembled vesicles is that the solvent external to and in the internal cavity of a vesicle is essentially the same. This makes loading of reagents into the vesicle cavities difficult. Reported in this paper is a methodology for the one-pot synthesis of water-dispersible oil-filled ABC triblock copolymer vesicles or nanocapsules. Such a methodology achieves reagent (oil) filling and vesicle preparation simultaneously and should help commercial acceptance of block copolymer vesicles.