Chitosan-coated silica nanocapsules with a double-shelled structure were crafted using Pluronic F127 as the template via the interfacial condensation approach. The shell of these nanocapsules was composed of an inner layer of silica and an outer layer of chitosan, which was designed for sustained release of vanillin. The average size of nanocapsules was proved to be approximately 37 nm, which could be tunable by varying the usage of chitosan. Significantly, these double-shelled nanocapsules possessed enhanced encapsulation efficiency of 95.5% for vanillin and showed sustained release behaviors. Thermal gravimetric results indicated that the double-shelled structure could endow capsules with improved thermal stability. All of these make them promising candidates for sustained release of small volatile molecules in the industrial field.