By using a combination of atomic force and confocal microscopy, we explore the deformation properties of multilayer microcapsules filled with a solution of strong polyelectrolyte. Encapsulation of polyelectrolyte was performed by regulation of the multilayer shell permeability in water-acetone solutions. The "filled" capsules prepared by this method were found to be stiffer than "hollow" ones, which reflects the contribution of the excess osmotic pressure to the capsule stiffness. The force-deformation curves contain three distinct regimes of reversible, partially reversible, and irreversible deformations depending on the degree of compression. The analysis of the shape of compressed capsules and of the inner polyelectrolyte spacial distribution allowed one to relate the deformation regimes to the permeability of the multilayer shells for water and inner polyelectrolyte at different stage of compression.