We present key factors that influence the mechanical stability of polyelectrolyte/nanoparticle composite microcontainers and their encapsulation behavior by thermal shrinkage. Poly(diallyldimethylammonium chloride) (PDADMAC), poly(styrenesulfonate) (PSS) microshells and citrate-stabilized gold nanoparticles are used. The presence of nanoparticles in the microshell renders the encapsulation process by heat-shrinking more difficult. The encapsulation efficiency is found to decrease as the concentration of material to be encapsulated increases. Increasing nanoparticle content in the microshell or the concentration of dextran increases the likelihood of getting fused and damaged capsules during encapsulation. On the other hand, mechanical studies show that doping microshells with gold nanoparticles significantly increases their stiffness and resistance to deformation. Internalization of capsules by cells supports that the incorporation of metal nanoparticles makes the shells more resistant to deformation. This work provides information of significant interest for the potential biomedical applications of polymeric microshells such as intracellular storage and delivery.