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Microcapsules are a key class of microscale materials with applications in areas ranging from personal care to biomedicine, and with increasing potential to act as extracellular matrix (ECM) models of hollow organs or tissues. Such capsules are conventionally generated from non-ECM materials including synthetic polymers. Here, we fabricated robust microcapsules with controllable shell thickness from physically- and enzymatically-crosslinked gelatin and achieved a core-shell architecture by exploiting a liquid-liquid phase separated aqueous dispersed phase system in a one-step microfluidic process. Microfluidic mechanical testing revealed that the mechanical robustness of thicker-shell capsules could be controlled through modulation of the shell thickness. Furthermore, the microcapsules demonstrated environmentally-responsive deformation, including buckling by osmosis and external mechanical forces. A sequential release of cargo species was obtained through the degradation of the capsules. Stability measurements showed the capsules were stable at 37 {\deg}C for more than two weeks. Finally, all-aqueous liquid-liquid phase separated and multiphase liquid-liquid phase separated systems were generated with the gel-sol transition of microgel precursors. These smart capsules are promising models of hollow biostructures, microscale drug carriers, and building blocks or compartments for active soft materials and robots. ; Cambridge Trust (Y.X.; B.L.), the Jardine Foundation (Y.X.), Trinity College Cambridge (Y.X.), Peterhouse College Cambridge (T.C.T.M.), the Swiss National Science Foundation (T.C.T.M.), the Engineering and Physical Sciences Research Council (K.L.S.), the Schmidt Science Fellowship program in partnership with the Rhodes Trust (K.L.S.), St John's College Cambridge (K.L.S.), China Scholarship Council (H.Z.; B.L.), EPSRC Cambridge NanoDTC (EP/037221/1; A.P.M.G.), the Newman Foundation (T.P.J.K.), the Wellcome Trust (T.P.J.K.), and the European Research Council under the European Union's Seventh Framework Programme (FP7/2007-2013) through the ERC grant PhysProt (agreement n◦ 337969; T.P.J.K.).