A versatile method to selectively encapsulate water-insoluble molecules in the nanoshell of layer-by-layer capsules made exclusively of polysaccharides is described. This relies on the very high affinity of hydrophobic molecules for an alkylated hyaluronic acid used as a polyanionic partner of a chitosan derivative for the capsule synthesis. The hydrophobic molecules entrapped in the nanoshell can be delivered intracellularly in dendritic cells.