Microcapsules with hydrogel shells can serve as microcarriers due to molecular selectivity. However, the poor mechanical stability of conventional hydrogel shells leads to undesired leaking, making them hard for practical application. Here, we produce mechanically-stable double network hydrogel shells composed of poly(acrylamide) and alginate network using water-in-oil-in-water-in-oil (W/O/W/O) triple emulsion templates. With capillary microfluidic devices, monodisperse triple-emulsion droplets are prepared to have acrylamide, sodium alginate, and calcium-ethylenediaminetetraacetic acid complex in the outer water shell. Poly(acrylamide) network is first produced by ultraviolet-induced radical polymerization. Then alginate is ionically crosslinked caused by the dissociation of the Ca-EDTA complex during the diffusion of acetic acid. The oil layer is ruptured by osmosis difference for molecular exchange. Finally, the resulting microcapsules with DN shells show excellent mechanical stability, making them useful for applications.