Small molecules (dyes, therapeutics, etc.) could be easily handled, stored, delivered, and released by polyelectrolyte capsules. To make the polyelectrolyte capsule more efficient for small molecule encapsulation, capsule permeability should be significantly decreased. Here, we demonstrate the possibility to entrap water-soluble molecular species into polyelectrolyte capsules modified by a low permeable dense polymer (polypyrrole). Possible future areas in PE capsule application as carriers for gases and volatiles in the pharmaceutical, food, and gases industry, agriculture and cosmetology are discussed.