The membrane emulsification (ME) is a technology for producing emulsions with narrow size distribution by using the well-defined porous membranes such as the SPG membrane. In this work, the preparation of polycaprolactone (PCL) microcapsules by using the multiple emulsion membrane emulsification method was studied. After the making of W1/O single emulsions by sonication, then W1/O/W2 multiple emulsions were prepared by ME method. The effects of various parameters such as the ratio of disperse/continuous phase (D/C ratio), the contents of PCL, emulsifier and model drug and the transmembrane pressure on the size and distribution of PCL microcapsules were investigated. The uniform PCL microcapsules with about 5~6 μm of mean size were obtained. The model drug (BSA) release properties of the obtained PCL microcapsules also were tested.