Particles with directional interactions are promising building blocks for new functional materials and may serve as models for biological structures(1-3). Mutually attractive nanoparticles that are deformable owing to flexible surface groups, for example, may spontaneously order themselves into strings, sheets and large vesicles(4-6). Furthermore, anisotropic colloids with attractive patches can self-assemble into open lattices and the colloidal equivalents of molecules and micelles(7-9). However, model systems that combine mutual attraction, anisotropy and deformability have not yet been realized. Here we synthesize colloidal particles that combine these three characteristics and obtain self-assembled microcapsules. We propose that mutual attraction and deformability induce directional interactions via colloidal bond hybridization. Our particles contain both mutually attractive and repulsive surface groups that are flexible. Analogously to the simplest chemical bond-in which two isotropic orbitals hybridize into the molecular orbital of H-2-these flexible groups redistribute on binding. Via colloidal bond hybridization, isotropic spheres self-assemble into planar monolayers, whereas anisotropic snowman-shaped particles self-assemble into hollow monolayer microcapsules. A modest change in the building blocks thus results in much greater complexity of the self-assembled structures. In other words, these relatively simple building blocks self-assemble into markedly more complex structures than do similar particles that are isotropic or non-deformable.