P(TMSPMA-co-OEGMA) nanocapsules with controllable oligo(ethylene glycol) (OEG) densities and robustly cross-linked structures were successfully fabricated from the cross-linkable copolymer, poly[3-(trimethoxysilyl)propyl methacrylate-co-oligo(ethylene glycol) methacrylate] (P(TMSPMA-co-OEGMA)). The densities of OEG segments of the resultant P(TMSPMA-co-OEGMA) nanocapsules could be easily controlled by tuning the OEGMA contents of copolymer P(TMSPMA-co-OEGMA). The microenvironments of the P(TMSPMA-co-OEGMA) nanocapsules were determined to be hydrophobic. It was demonstrated that hydrophobic pyrene could be in situ loaded into the P(TMSPMA-co-OEGMA) nanocapsules during the fabrication procedure. The release rates of pyrene from the P(TMSPMA-co-OEGMA) nanocapsules were dependent on the contents of OEGMA, indicating that the permeation properties of P(TMSPMA-co-OEGMA) nanocapsules could be tuned by varying the cross-linked densities of the nanocapsule walls. It was further demonstrated that other functional groups could be easily incorporated into the resultant polymer nanocapsules by using the similar procedure. The preparation of polymer nanocapsules with various functionalities and robustly cross-linked walls without any further post modification process, any sacrificial core and surfactant would be beneficial from scientific and technical point of views.