Herein we demonstrate how the volatility of a liquid can be manipulated by enclosing microdroplets of the liquid into thin polymeric shells. In this way, composite core-shell microparticles consisting of 80 wt% of a liquid core material and 20 wt% of a polymer can be made 150 °C more stable than the individual core component. The thermal stability of the composite microparticles is found to be determined by the boiling point of the core material and the average particle size, while the role of the particle shell thickness is much less relevant. Two mechanisms responsible for the release of the core material from the microparticles at elevated temperatures were resolved: (1) thermally induced degradation of the shell and (2) diffusion of the core material through the polymeric shell boosted by the increased inner pressure.