The double-walled microcapsules triggered under the crack/Cl− condition were prepared by using isocyanate and 1,6-diaminohexane respectively as the internal and external core material, and polyurea as the wall material. During the synthesis process, lead sulfate was added to the wall material to trap chloride ions. The morphology and dispersion of the microcapsules embedded in the epoxy composite were characterized, using the scanning electron microscope (SEM) and super depth of field microscope. Self-healing coatings containing 0.0 wt%, 3.0 wt%, 5.0 wt%, and 8.0 wt% of composite double-walled microcapsules were subjected to tensile tests. The digital speckle correlation method (DSCM) and pull-out test were applied to analyze the mechanical properties and crack-triggering principle of the coating. The toughening effect and self-healing behavior of the epoxy resin with varying dosages of microcapsules were studied. The self-healing efficiency and mechanism of the composite coating were obtained during the process of stretching, crack expansion, and micro-capsule triggering.