Colloidal capsules (or colloidosomes) have been studied for various applications such as therapeutic agent encapsulation, photothermal therapy, imaging, and energy storage. Emulsion-based synthesis is the most common approach for preparing colloidal capsules as it is relatively straightforward and scalable. However, while the initial formation requires only introducing the colloidal subunits into an emulsion and letting them assemble at the interface, a second step is required in order to prepare stable, covalently linked colloidal capsules, and preparing submicron colloidal capsules is quite challenging. Here, we describe a simple and quick one-step method to synthesize covalently linked, stable nanoscale colloidal capsules consisting of gold nanoparticles (NPs) (AuNP) and thiol-containing cross-linkers. Gold nanoparticle capsules (AuNCs) were formed by coating emulsion droplets containing thiol-containing cross-linkers with citrate-stabilized AuNPs. The physicochemical properties of the colloidal capsules can be tailored by changing the building blocks. In order to demonstrate this, colloidal capsules were assembled from AuNPs ranging from 5 to 20 nm in size. The use of the larger 20 nm starting particles resulted in AuNCs with a sufficiently pronounced red shift for λ max to be suitable for biological photothermal applications, where use of a near-infrared laser is strongly preferred. The AuNCs were found to be biocompatible and stable in cell culture conditions and to provide moderate heating. This demonstrates the modularity of the synthesis and the potential advantages of a one-step synthesis to prepare nanoscale gold colloidal capsules.