A simple and generally applicable method of encapsulation in polyelectrolyte multilayer microcapsules based on temperature-induced rearrangements within the shells is introduced. Using capsules consisting of eight layers of poly(diallyldimethylammonium chloride) (PDADMAC) and poly(styrene sulfonate) (PSS) as a model system, it is demonstrated that the permeability for different molecules decreases dramatically after heat incubation by using a combination of confocal laser scanning microscopy (CLSM) and fluorescence recovery after photobleaching (FRAP) measurements. The decreased permeability results from capsule shrinkage with accompanying wall thickening and densification of the shells. These morphological changes upon heating can be utilized to encapsulate molecules of varying hydrodynamic radius as well as substances bearing different charges as shown for fluorescein isothiocyanate-labeled dextran (FITC dextran) 10 and 70 kDa and poly(acrylic) acid (PAA) 30 kDa. The encapsulated amount of dextran was quantified by fluorescence measurements and exhibits a nearly linear increase with the initial probe concentration. Furthermore we show that encapsulation by heat-shrinkage works also for biodegradable capsules consisting of poly(arginine) (PArg) and dextransulfate (DS) indicating the versatility of the new method.