Fire in energy storage systems, such as lithium-ion batteries, has been raised as a serious concern due to the difficulty of suppressing it. Fluorine-based non-flammable agents used as internal substances leaked through the fine pores of the polymer outer shell, leading to a degradation of fire extinguishing performance. To improve the durability of the fire suppression microcapsules and the stability of the ouster shell, a complex coacervation was used, which could be microencapsulated at a lower temperature, and the polymer shell was coated with urea-formaldehyde (UF) resin. The outermost UF resin formed elaborate bonds with the gelatin-based shell, and thus, the structure of the outer shell became denser, thereby improving the loss resistance of the inner substance and thermal stability. The double-layered microcapsules had an average particle diameter of about 309 μm, and a stable outer shell formed with a mass loss of 0.005% during long-term storage for 100 days. This study confirmed that the double-layered microcapsules significantly improved thermal stability, resistance to core material loss, core material content and fire suppression performance compared to single wall microcapsules. These results indicated that the double-layered structure was suitable for the production of microcapsules for initial fire suppression, including highly volatile non-flammable agents with a low boiling point.