The self-assembly of nanoscale materials to form hierarchically ordered structures promises new opportunities in drug delivery, as well as magnetic materials and devices. Herein, we report a simple means to promote the self-assembly of two polymers with functional groups at a water-chloroform interface using microfluidic technology. Two polymeric layers can be assembled and disassembled at the droplet interface using the efficiency of cucurbit[8]uril (CB[8]) host-guest supramolecular chemistry. The microcapsules produced are extremely monodisperse in size and can encapsulate target molecules in a robust, well-defined manner. In addition, we exploit a dendritic copolymer architecture to trap a small hydrophilic molecule in the microcapsule skin as cargo. This demonstrates not only the ability to encapsulate small molecules but also the ability to orthogonally store both hydrophilic and hydrophobic cargos within a single microcapsule. The interfacially assembled supramolecular microcapsules can benefit from the diversity of polymeric materials, allowing for fine control over the microcapsule properties.