Colloidal microcapsules based on supramolecular architectures feature attractive properties and offer new opportunities in diverse areas such as delivery, sensing, and catalysis. Herein, we report a new strategy to fabricate the colloidal membrane and stimuli-responsive microcapsules by utilizing cucurbit[7]uril-mediated interfacial host-guest molecular recognition. In contrast to the traditionally used cross-linking approach, this method exploits the engineered interaction between a nanoparticle ligand and cucurbit[7]uril to tune the interfacial energy and stabilize the colloidal assembly at the interface. These capsules provide a versatile platform for simultaneous encapsulation of dual cargos. Additionally, the dynamic nature of the supramolecular interactions allows triggered release of the encapsulated cargos through the orthogonal presentation of a high affinity guest molecule.