Compartmentalized microcapsules are useful for the release of multiple cargos in medicine, agriculture, and advanced responsive materials. Although several encapsulation strategies that involve more than one cargo have been proposed, dual- or multicompartment capsules with high cargo loadings and sufficient mechanical stability are rarely reported. Here, we propose a single-step emulsification route for the preparation of strong dual-compartment capsules that can host the main cargo in their core in combination with another liquid cargo stored within their thick shell. Capsules are produced through the polymerization of the middle oil phase of water-oil-water double emulsions made by microfluidics. Compartmentalization results from the phase separation of monomers within the middle phase of the double emulsion. We investigate the effect of such phase separation process on the microstructure and mechanical properties of the capsules and eventually illustrate the potential of this approach by creating thermosensitive capsules with programmable bursting temperature. The large variety of possible mixtures of monomers and cargos that can be added in the oil and aqueous phases of the double emulsion templates makes this encapsulation approach a promising route for the fabrication of robust microcapsules for on-demand release of multiple cargos.