Organic-inorganic hybrid capsules, which typically possess a hollow lumen and a hybrid wall, have emerged as a novel and promising class of hybrid materials and have attracted enormous attention. In comparison to polymeric capsules or inorganic capsules, the hybrid capsules combine the intrinsic physical/chemical properties of the organic and inorganic moieties, acquire more degrees of freedom to manipulate multiple interactions, create hierarchical structures and integrate multiple functionalities. Thus, the hybrid capsules exhibit superior mechanical strength (vs. polymeric capsules) and diverse functionalities (vs. inorganic capsules), which may give new opportunities to produce high-performance materials. Much effort has been devoted to exploring innovative and effective methods for the synthesis of hybrid capsules that exhibit desirable performance in target applications. This tutorial review firstly presents a brief description of the capsular structure and hybrid materials in nature, then classifies the hybrid capsules into molecule-hybrid capsules and nano-hybrid capsules based upon the size of the organic and inorganic moieties in the capsule wall, followed by a detailed discussion of the design and synthesis of the hybrid capsules. For each kind of hybrid capsule, the state-of-the-art synthesis methods are described in detail and a critical comment is embedded. The applications of these hybrid capsules in biotechnological areas (biocatalysis, drug delivery, etc.) have also been summarized. Hopefully, this review will offer a perspective and guidelines for the future research and development of hybrid capsules.