In this study, a copper-based capsule, encapsulated by a black alumina shell using a simple method, was developed for high-temperature heat storage over 1000 °C. The shell was filled with copper beads (diameter = ∼3 mm), the copper–aluminum (Cu–Al) atomized powder (particle size = 150 μm) was filled in the gap, and then it was heat-treated. This eventually formed a high-density, aluminum-rich network around the Cu beads in the shell. Morphological observations indicated that the corrosion of copper oxide (CuO) on the alumina shell was significantly reduced by mixing Al with Cu. When heat-treated in air at 1100 °C, Cu became CuO, which reacted with Al2O3 to form a new compound, CuAl2O4. Owing to this two-step reaction, the area around the hole provided at the top of the spherical shell gets sealed, thereby suppressing the flow of oxygen into the shell (self-sealing function). The mechanism of in situ sealing was detected using X-ray diffraction and scanning electron microscopy analyses. The Cu–(5–10%) Al capsule could endure a 400 h air exposure test at 1100 °C without leakage or cracking. A low weight increase ratio of 3.5% after the exposure revealed good oxidation resistance of the capsule, whereas the slight damage load change of the capsule after the exposure showed good mechanical stability. The results concluded that a Cu–(5–10%) Al capsule for high-temperature heat storage applications above 1000 °C can be fabricated by a simple process, and it demonstrates excellent durability during the long-term air exposure test. The data obtained in this study can be used as a reference for the design of packed beds in the future.