The synthesis and the characterization of a poly(2-methyloxazoline)-block-poly(dimethylsiloxane)-block-poly(2-methyloxazoline) (PMOXA−PDMS−PMOXA) triblock copolymer carrying polymerizable groups at both chain ends are described. This copolymer forms vesicular structures in dilute aqueous solution, the size of which can be controlled in the range from 50 nm up to about 500 nm. The methacrylate end groups of the triblock copolymer can be polymerized in the vesicular aggregates using an UV-induced free radical polymerization. Static and dynamic light scattering, scanning electron microscopy, and transmission electron microscopy on both the resulting nanocapsules and their nonpolymerized precursors clearly show that the cross-linking polymerization does not lead to morphological changes in the underlying vesicles. Moreover, due to their cross-linked structure, the nanocapsules are shape persistent, thus maintaining their integrity even after their isolation from the aqueous solution.