Single-layer isophorone diisocyanate (IPDI) are one of the most popular self-healing microcapsules but suffers from low shell strength, poor heat resistance, stability and aging properties. In this paper, IPDI microcapsules were encapsulated into double-layer phenolic (PF)/polyurethane (PU) by a two-step process involving interfacial polymerization and in-situ polymerization. The prepared microcapsule composites were comprehensively characterized for their physical and chemical properties using optical microanalysis, scanning electron microscope, Fourier transform infrared spectroscopy, thermal gravimetric analysis and depth-sensing indentation analysis. Compared with the single-layer PU-IPDI microcapsule counterpart, the mechanical performance, thermal resistance, aging property and environmental stability of double-layer PF/PU-IPDI microcapsules were significantly improved. The epoxy coating was enhanced with the incorporation of 10 wt.% PF/PU-IPDI microcapsules, whose self-healing performance was evaluated by scratch corrosion test. The results demonstrated successful repair of coating scratches, along with the absence of corrosion on the coated steel substrate soaked in a 10 wt.% NaCl solution for 7 days. By comparing the tensile strength of epoxy coating before and after crack formation, it could be found that the self-healing efficiency was 57.9% when loaded with 10 wt.% of PF/PU-IPDI microcapsules in coating. This study highlights that the rational design of double-layer microcapsules integrated into the epoxy coating matrix could provide excellent anti-corrosion and self-healing properties.