Formation of aqueous-core polymer capsules exhibiting an upper critical solution temperature (UCST) was achieved using surfactant-polymer interfacial complexation in water-in-oil inverse emulsions. In fluorinated oil, Coulombic interactions between Krytox, an anionic oil-soluble surfactant, and a cationic poly(lysine) grafted with poly(acrylamide-co-acrylonitrile) enabled the formation of an adsorbed polymer shell at the surface of water droplets. The thermoresponsiveness of the polymer shell was assessed by fluorescence microscopy with and without the presence of nanoparticles, including gold particles. We show that, above the cloud point, polymers with a balanced fraction of UCST grafts form flat adlayers that (i) spontaneously entrap nanoparticles upon cooling and (ii) switch from fluid-like dynamics at high temperature to solid-like dynamics below the cloud point. This system offers a straightforward mean to prepare temperature-sensitive capsules in mild, biocompatible conditions and to concentrate nanoparticles (including nanoheaters) in their shell.