Multicompartmentalized microspheres with multilevel and complex interior structures have great potential in practical applications due to their cell-like structures and microscale dimension. The Pickering emulsion droplet-confined synthesis route has been demonstrated to be a promising strategy for fabricating multicompartmentalized microspheres. Since Pickering emulsion-templated formation of hollow microspheres is an interface-directed process in which the growth of shells occurs at the oil/water interface and the confined space of Pickering emulsion droplet accommodates a variety of behaviors, such as surfactant-guided assembly growth, confined pyrolysis transformation, tritemplated growth, and bottom-up assembly, the independent and free regulation of the interface and internal structure of microspheres is allowed. In this Perspective, we highlight the recent progress in the synthesis of microparticles with tunable interior structures via the Pickering emulsion droplet-based approach. And we delve into the innovative applications of these multilevel-structured microparticles benefiting from their biomimetic multicompartments. Finally, some fundamental challenges and opportunities are identified for regulating the interior structure within microspheres and promoting practical applications by virtue of the Pickering emulsion droplet-confined synthesis pathway.