Liquid-core capsules have wide-ranging applications in the high-efficiency encapsulation and controlled release of drugs, dyes, enzymes, and other substrates. Their great utility has driven the rapid development of various preparation techniques. However, there remains no convenient technique for the preparation of submicrometer liquid-core capsules with shell thicknesses less than 100 nm. Here, we demonstrate a new interfacial free-radical polymerization approach for the straightforward preparation of liquid-core polymer capsules. Conceptually, this interfacial free-radical polymerization is analogous to the classical "nylon rope trick" wherein hydrophobic and hydrophilic monomers alternately copolymerize to constrain the polymerization at interfaces, but its free-radical mechanism allows precise control of initiation, which makes it possible to finely disperse the immiscible phases prior to polymerization.