Cage-shaped polymers, or "macromolecular cages", are of great interest as the macromolecular analogues of molecular cages because of their various potential applications in supramolecular chemistry and materials science. However, the systematic synthesis of macromolecular cages remains a great challenge. Herein, we describe a robust and versatile synthetic strategy for macromolecular cages with defined arm numbers and sizes based on the intramolecular consecutive cyclization of highly reactive norbornene groups attached to each end of the arms of a star-shaped polymer precursor. The cyclizations of three-, four-, six-, and eight-armed star-shaped poly(ε-caprolactone)s (PCLs) bearing a norbornenyl group at each arm terminus were effected with Grubbs' third generation catalyst at high dilution. 1H NMR, SEC, and MALDI-TOF MS analyses revealed that the reaction proceeded to produce the desired macromolecular cages with sufficient purity. The molecular sizes of the macromolecular cages were controlled by simply changing the molecular weight of the star-shaped polymer precursors. Systematic investigation of the structure-property relationships confirmed that the macromolecular cages adopt a much more compact conformation, in both the solution and bulk states, as compared to their linear and star-shaped counterparts. This synthetic approach marks a significant advance in the synthesis of complex macromolecular architectures and provides a platform for novel applications using cage-shaped molecules with polymer frameworks.