The aim of this work was to develop a novel method of preparation of loaded nanosize capsules based on liquid core encapsulation by biocompatible polyelectrolyte (PE) multilayer adsorption, with or without pegylated outermost layer. Using AOT (docusate sodium salt) as emulsifier, we obtained cores, stabilized by an AOT/PLL (poly-L-lysine hydrobromide) surface complex. These positively charged cores were encapsulated by layer-by-layer adsorption of polyelectrolytes, biocompatible polyanion PGA (poly-L-glutamic acid sodium salt), and biocompatible polycation PLL. We used the saturation method for formation of consecutive layers, and we determined the optimal conditions concerning concentration of surfactant and polyelectrolytes to form stable shells. The average size of the obtained capsules was 60 nm. Pegylated external layer were prepared using PGA-g-PEG (PGA grafted by PEG poly(ethylene glycol)). The capsules were stable for at least a period of 3 months. These nanocapsules were biocompatible when tested for cytotoxicity in a cellular coculture assay and demonstrated no or very low nonspecific binding to peripheral blood mononuclear cells when tested by flow cytometry. In order to study drug effects on leukemia cells, beta-carotene and vitamin A have been encapsulated as model drugs.