We have fabricated the glucose-sensitive protein hollow microcapsules from hemoglobin (Hb) and glucose oxidase (GOx) via layer-by-layer technique with glutaraldehyde (GA) as a cross-linking agent. We demonstrated the coupled enzymatic reactions between Hb and GOx within capsules by means of CLSM. The real-time monitoring of the consumption of glucose may be useful for the design of a glucose sensor. Furthermore, to further study the effect of glucose on the capsules, we investigated the wall permeability of (Hb/GOx)(5) capsules. It was found that the glucose consumption could enhance the permeability of (Hb/GOx)(5) capsules. This is significant for the development of advanced drug delivery devices. Therefore, the fabricated Hb/GOx capsules may be a potential candidate for the creation of multifunctional devices.