We report the preparation and characterization of light-responsive delivery vehicles, microcapsules composed of multiple polyelectrolyte layers and light-absorbing gold nanoparticles. The nanostructured capsules were loaded with macromolecules (fluorescein isothiocyanate-labeled dextran) by exploiting the pH-dependence of the shell permeability, and the encapsulated material was released on demand upon irradiation with short (10 ns) laser pulses in the near-infrared (1064 nm). In addition, the polyelectrolyte multilayer shell was modified with lipids (dilauroylphosphatidylethanolamine) and then functionalized with ligands (monoclonal immunoglobulin G antibodies) for the purposes of enhanced stability and targeted delivery, respectively. We anticipate that these capsules will find application in a range of areas where controlled delivery is desirable.