For the first time, polyelectrolyte complex (PEC) capsules were prepared from a water insoluble polyanion, namely cellulose sulfates (CSs) with a degree of substitution (DS) below 0.2 in ionic liquids (IL). Capsules prepared via interaction with the polycation poly(dimethyldiallyammonium chloride) were free of residual IL and possessed an outer shell and a hollow inner core that made them ideal containers for enzyme mediated reactions. Due to the reestablished hydrogen bond system of the low substituted CS, the capsules showed increased stability, compared to the products obtained by application of the common aqueous preparation. Encapsulation of glucose oxidase demonstrated that the steps of CS preparation, PEC capsule formation, and encapsulation could be combined in a single pot, with the elimination of time and cost consuming isolation and purification steps.