We demonstrate a novel approach to the controlled loading of inorganic nanoparticles and proteins into submicron- and micron-sized porous particles. The approach is based on freezing/thawing cycles, which lead to high loading densities. The process was tested for the inclusion of Au, magnetite nanoparticles, and bovine serum albumin in biocompatible vaterite carriers of micron and submicron sizes. The amounts of loaded nanoparticles or substances were adjusted by the number of freezing/thawing cycles. Our method afforded at least a three times higher loading of magnetite nanoparticles and a four times higher loading of protein for micron vaterite particles, in comparison with conventional methods such as adsorption and coprecipitation. The capsules loaded with magnetite nanoparticles by the freezing-induced loading method moved faster in a magnetic field gradient than did the capsules loaded by adsorption or coprecipitation. Our approach allows the preparation of multicomponent nanocomposite materials with designed properties such as remote control (e.g. via the application of an electromagnetic or acoustic field) and cargo unloading. Such materials could be used as multimodal contrast agents, drug delivery systems, and sensors.