Complex wax@water@SiO2 multicore capsules are synthesized by combining sol-gel process and formulation of wax-in-water-in-oil double emulsions. The inner direct wax-in-water emulsion is stabilized with modified silica nanoparticles using limited coalescence occurring in Pickering emulsions. In a second step, this obtained liquid dispersion is emulsified in poly-dimethylsiloxane (PDMS) using a non ionic surfactant to stabilize the second water/oil interface. Finally, a sol-gel process is employed to mineralize the as-generated double emulsions giving rise to wax@water@SiO2 multicore capsules. Due to the wax volume expansion through melting, the as-synthesized multicore capsules offer thermally stimulated release that is enhanced when surfactant is added in the surrounding continuous oil phase. In addition, the melted wax release can be tuned from a one-step process to a more sequential dropping mode by varying the mineral precursor tetraethoxy-orthosilane (TEOS) concentration in the oily phase during mineralization.