Loading and release behaviors of compressed polyelectrolyte multilayers composed of poly(styrenesulfonate sodium salt) and poly(diallyldimethylammonium chloride) were investigated using fluorescein and rhodamine 6G as indicators by confocal laser scanning microcopy, fluorescence spectroscopy, and UV-vis spectroscopy. Compression of the multilayers resulted in a more densely packed microstructure, leading to the decrease of fluorescence intensity of the incorporated probes to 80% of its initial value, and much slower releasing rate as well as smaller releasing amount regardless of the types of the probes and the presence of salt. Utilizing the difference of loading and release rates between the compressed and the uncompressed regions, arrays of dye reservoirs have been fabricated on a chemical homogeneous but physical heterogeneous multilayer film.