Hydroxyapatite (HAp) nanoparticle-armored poly(ε-caprolactone) (PCL) microspheres were fabricated via a “Pickering-type” emulsion solvent evaporation method in the absence of any molecular surfactants. It was clarified that the interaction between carbonyl/carboxylic acid groups of PCL and the HAp nanoparticles at an oil–water interface played a crucial role in the preparation of the stable Pickering-type emulsions and the HAp nanoparticle-armored microspheres. The HAp nanoparticle-armored PCL microspheres were characterized in terms of size, size distribution, morphology, and chemical compositions using scanning electron microscopy, laser diffraction, energy dispersive X-ray microanalysis, and thermogravimetric analysis. The presence of HAp nanoparticles at the surface of the microspheres was confirmed by scanning electron microscopy and energy dispersive X-ray microanalysis. Pyrolysis of the PCL cores led to the formation of the corresponding HAp hollow microcapsules.