The behavior of amphiphilic polyelectrolyte shells of micelles with kinetically frozen hydrophobic cores in aqueous solutions was studied by self-consistent field calculations. The calculations emulate the behavior of annealed (weak) shell-forming polyelectrolyte chains, e.g., poly(methacrylic acid), PMA, containing a relatively low fraction of strongly hydrophobic units, e.g., polystyrene, PS. The hydrophobic units are arranged either in sequences, or are distributed uniformly in the shell-forming chains. The analysis of concentration profiles of individual species reveals strong segregation and important self-organization of hydrophobic units in the shell. Hydrophobic units either adsorb at the core, or form small hydrophobic domains relatively far from the core. The transition from one type of conformations to the other, which depends on the position of hydrophobic sequence in the polyelectrolyte chain, can be provoked by changes in pH and ionic strength. The behavior of shell-forming chains composed of a long inner polyelectrolyte sequence (grafted to the micellar core), a short middle hydrophobic sequence and a peripheral polyelectrolyte sequence is of interest. The calculations yield a bimodal distribution of hydrophobic units as a function of the radial distance from the core/shell interface. It means that two types of chains (fairly stretched and loop-forming ones) coexist in the shell.