Inspired by the structure of eukaryotic cells, multicompartmental microcapsules have gained increasing attention. However, challenges remain in the fabrication of "all-aqueous" (i.e., oil-free) microcapsules composed of accurately adjustable hierarchical compartments. This study reports on multicompartmental microcapsules with an innovative architecture. While multicompartmental cores of the microcapsules were fabricated through gas shearing, a shell was applied on the cores through surface gelation of alginate. Different from traditional multicompartmental microcapsules, thus obtained microcapsules have well-segregated compartments while the universal nature of the surface-gelation method allows us to finely tune the shell thicknesses of the microcapsules. The microcapsules are highly stable and cytocompatible and allow repeated enzymatic cascade reactions, which might make them of interest for complex biocatalysis or for mimicking physiological processes.