Phagocytes protect the organism by ingesting harmful foreign particles and cells. We use mesoscale computer simulations to design a phagocyte-inspired active microcapsule that is capable of selectively capturing nanoparticles dispersed in solvent. Our fully synthetic microdevice is actuated by a temperature-sensitive microgel enclosed inside a perforated spherical shell. The shell pores are decorated with a copolymer brush that regulates the transport of solutes into the capsule interior. When exposed to an external stimulus, the microgel swells, expanding through the shell pores to make contact with the nanoparticle-rich solution surrounding the capsule. Upon removal of the external stimulus, the gel retracts back into the shell, bringing along with it captured nanoparticles. We probe how periodic application of the stimulus combined with nanoparticle-microgel adhesion enable selectivity and enhance capturing efficiency of our nature-inspired microdevice.