The controlled synthesis of hierarchically functionalized core/multishell particles is highly desirable for applications in medicine, catalysis, and separation. Here, we describe the synthesis of hierarchically structured metal-organic framework multishells around magnetic core particles (magMOFs) via layer-by-layer (LbL) synthesis. The LbL deposition enables the design of multishell systems, where each MOF shell can be modified to install different functions. Here, we used this approach to create controlled release capsules, in which the inner shell serves as a reservoir and the outer shell serves as a membrane after postsynthetic conversion of the MOF structure to a polymer network. These capsules enable the controlled release of loaded dye molecules, depending on the surrounding media.