The Laponite (Lap) hydrogel capsule was prepared by adding the Lap solution dropwise to an aluminum salt solution. It showed good stability in pH 7–8 and salt solution. When screening with 6 different dyes, the Lap capsule showed a high affinity to cationic dyes, methylene blue (MEB) and crystal violet (CV), but a low affinity to anionic dyes. Further study revealed that adsorption capacities reached 405 mg/g for MEB and 506 mg/g for CV at C0 = 400 ppm, higher than the report of the silicates adsorbents in literature. Furthermore, they can be repeatedly used for dyes removal. The adsorption thermodynamic and kinetics were also investigated. Meanwhile, the capsules showed good selectivity to remove MEB and CV from their mixture with methyl orange. Finally, the Lap hydrogel was coated on a filter paper to prepare the Lap hydrogel membrane, which can be used to separate the oil-water emulsion solution. This preliminary investigation provides new knowledge to extend the application of Lap in wastewater purification and treatment.