In the last decade, alginate-based microgels have gained relevant interest as three-dimensional analogues of extracellular matrix, being able to support cell growth and functions. In this study, core-shell microgels were fabricated by self-polymerization of dopamine (DA) molecules under mild oxidation and in situ precipitation of polydopamine (PDA) onto alginate microbeads, processed by electro fluid dynamic atomization. Morphological (optical, SEM) and chemical analyses (ATR-FTIR, XPS) confirmed the presence of PDA macromolecules, distributed onto the microgel surface. Nanoindentation tests also indicated that the PDA coating can influence the biomechanical properties of the microgel surfaces—i.e., σmaxALG = 0.45 mN vs. σmaxALG@PDA = 0.30 mN—thus improving the interface with hMSCs as confirmed by in vitro tests; in particular, protein adsorption and viability tests show a significant increase in adhesion and cell proliferation, strictly related to the presence of PDA. Hence, we concluded that PDA coating contributes to the formation of a friendly interface able to efficiently support cells’ activities. In this perspective, core-shell microgels may be suggested as a novel symmetric 3D model to study in vitro cell interactions.