A highly ordered array of hollow chambers ranging from 2 to 25 μm in size are fabricated using the layer-by-layer assembly of poly(allylamine hydrochloride) and poly(sodium 4-styrenesulfonate) on sacrificial templates with imprinted patterns of wells. Polyelectrolyte multilayer (PEM) chambers collapse if made of shells that are thinner than a critical value. This critical thickness of the shells is measured experimentally and is found to depend on the chambers geometry. Euler's model of critical stress is used to describe the collapse of the chambers. Adhesive contact of the chamber's roof with the support is suggested as a major mechanism responsible for the collapse. Deformation of individual PEM chambers made of thicker shells is studied using a sharp indenter and varying the loading speed. At loading speeds of less than 0.33 mN s -1, the elastic theory describes the experimental data well for small deformations, yielding a Young's modulus of 4 ± 1 GPa for the PEM shell, while further deformation causes severe plastic buckling of the chamber. If the loading speed exceeds 0.33 mN s -1, the sharp indenter starts to pierce the chamber's roof and the size of the resulted hole can be precisely controlled by changing the penetration depth of the indenter. Filling the PEM chambers with oil micro-droplets by solvent-exchange method is also demonstrated.