The paper describes a perspective approach to significantly decrease permeability of polyelectrolyte multi-layered capsules and, therefore, to make them more efficient for encapsulation of small molecule species. The polyelectrolyte shell modification by a dense polymer (polypyrrole) provides the capsule shell with water-resistant and sufficient barrier properties. However, high brittleness of polypyrrole coatings demands more gentle capsule processing conditions. Magnetite iron oxide nanoparticles were used as a shell constituent to provide the capsules with magnetic properties and, therefore, to propose a mild technological protocol for capsule treating.