The positron annihilation lifetime spectroscopy (PALS) was applied to investigate the properties of capsules composed of n-alkanes (filling material) and polymer (shell) in the broad range of pressures up to 450 MPa. These microcapsules aggregate into the grains having about 200 μm in diameter. Their properties were investigated as a function of pressure (p) at several selected temperatures: when the filling material is in liquid, rotator and solid phase. Pressure experiments were performed without gas access to the sample and in an argon atmosphere. Two o-Ps components were found, the longer-lived correspond to the filler material, and the shorter-lived one – to the shell. These components change with p; even a small pressure (6 MPa) reduces considerably the o-Ps lifetimes (τ). At 303 K the o-Ps lifetime in the core changes non-monotonically, and at 60 MPa τ is higher than at 20 MPa. The increase of pressure induces the phase changes in the filling material, and also produces the deformation of microcapsule aggregates and crash of small capsules at the grain boundary region. Internal structure of the microcapsules was observed by SEM.