A novel approach to fabricate nano-engineered films on colloidal particles is based on layer-by- layer adsorption of oppositely charged macromolecules. Different templates with size ranging from 50 nm to tens of microns, such as organic and inorganic colloid particles, protein aggregates, biological cells and drug nanocrystals can be coated with multilayer films. Various materials, e.g. synthetic polyelectrolytes, biopolymers (proteins, DNA, polysacharides), lipids, multivalent dyes and magnetic nanoparticles, have been used as layer constituents to fabricate the designed shell to adjust required stability, biocompatibility and affinity properties of the capsules. Some colloidal templates can be decomposed at conditions where the polymer shell is stable, what leads to the formation of hollow capsules with defined size, shape and shell thickness. The permeability through the capsule wall can be regulated afterwards by pH. Several approaches on macromolecule encapsulation into these capsules are elaborated. The molecular weight selective permeability provides capturing of enzymes while the small substrates and products of enzymatic reactions can penetrate the capsule wall. These polyelectrolyte capsules can be used as carriers for biological species, for the controlled release and targeting of drugs and as microcontainers to perform chemical reactions in restricted volumes.