Polymer microcapsules containing cyanoacrylates have represented a promising option to develop self-healing biomaterials. This study aims to develop an electrospray method for the preparation of capsules using poly(methyl methacrylate) (PMMA) as the encapsulant and ethyl 2-cyanoacrylate (EC) as the encapsulate. It also aims to study the effect of the electrospray process parameters on the size and morphology of the capsules. The capsules were characterized using Fourier-transform infrared (FTIR) spectroscopy, thermogravimetric analysis (TGA), and field-emission scanning electron microscopy (FE-SEM). Moreover, the effects of electrospray process parameters on the size were investigated by Taguchi experimental design. FTIR and TGA approved the presence of both PMMA and EC without further reaction. FE-SEM micrograph demonstrated that an appropriate choice of solvents, utilizing an appropriate PMMA:EC ratio and sufficient PMMA concentration are critical factors to produce capsules dominantly with an intact and spherical morphology. Utilizing various flow rates (0.3–0.5 ml/h) and applied voltage (18–26 kV), capsules were obtained with a 600–1000 nm size range. At constantly applied voltages, the increase in flow rate increased the capsule size up to 40% (ANOVA, p ≤ 0.05), while at constant flow rates, the increase in applied voltage reduced the average capsule size by 3.4–26% (ANOVA, p ≤ 0.05). The results from the Taguchi design represented the significance of solution flow rate, applied voltage, and solution concentration. It was shown that the most effective parameter on the size of capsules is flow rate. This research demonstrated that electrospray can be utilized as a convenient method for the preparation of sub-micron PMMA capsules containing EC. Furthermore, the morphology of the capsules is dominated by solvents, PMMA concentration, and PMMA:EC ratio, while the average size of the capsules can be altered by adjusting the flow rate and applied voltage of the electrospray process.