The invention relates to a microcapsule comprising a hydrophobic content surrounded by a shell system that includes a membrane comprising a combination of at least two complementary water-soluble polyelectrolytes selected from among the water-soluble polyelectrolytes that are able to create microencapsulation by complex coacervation. According to the invention, the shell system also includes solid particles selected from among the solid particles that are able to stabilize a Pickering emulsion.