A new method to prepare a kind of double layered microcapsules was developed. Polyurea (PU) microcapsules were firstly fabricated by interfacial polymerization as inner layer, on which urea-formaldehyde (UF) resin was coated to form a protective outer layer by in-situ polymerization. Environmental scanning electron microscope, optical image analyzer, Fourier transform infrared spectrophotometer and thermo gravimetric analysis were employed to investigate their characteristics for the morphologies, particle size, materials structures and thermal properties. The prepared double layered PU-UF microcapsules are mono-dispersed with ultra-thick capsule wall and improved thermal stability.