A triblock amphiphilic macrocycle consisting of a macrocyclic aromatic segment, a hydrophilic oligo(ethylene oxide) branch, and a hydrophobic alkyl dendron is successfully synthesized and characterized. The resulting cyclic amphiphile is observed to self-assemble into hollow double-layered capsules in aqueous solution, as confirmed by dynamic light scattering and cryogenic transmission electron microscopy investigations. The capsules are able to encapsulate hydrophobic guest molecules through aromatic interactions with high stability.