Polymeric microcapsules with shells containing homogeneous pores with uniform diameter on the nanometer scale are reported. The mesoporous microcapsules are obtained from confined self-assembly of amphiphilic block copolymers with a selective porogen in the shell of water-in-oil-in-water double emulsion drops. The use of double emulsion drops as a liquid template enables the formation of homogeneous capsules of 100s of microns in diameter, with aqueous cores encapsulated in a shell membrane with a tunable thickness of 100s of nanometers to 10s of microns. Microcapsules with shells that exhibit an ordered gyroidal morphology and three-dimensionally connected mesopores are obtained from the triblock terpolymer poly(isoprene)-block-poly(styrene)-block-poly(4-vinylpyridine) coassembled with pentadecylphenol as a porogen. The bicontinuous shell morphology yields nanoporous paths connecting the inside to the outside of the microcapsule after porogen removal; by contrast, one-dimensional hexagonally packed cylindrical pores, obtained from a traditional diblock copolymer system with parallel alignment to the surface, would block transport through the shell. To enable the mesoporous microcapsules to withstand harsh conditions, such as exposure to organic solvents, without rupture of the shell, we develop a cross-linking method of the nanostructured triblock terpolymer shell after its self-assembly. The microcapsules exhibit pH-responsive permeability to polymeric solutes, demonstrating their potential as a filtration medium for actively tunable macromolecular separation and purification. Furthermore, we report a tunable dual-phase separation method to fabricate microcapsules with hierarchically porous shells that exhibit ordered mesoporous membrane walls within sponge-like micron-sized macropores to further control shell permeability.