Material encapsulation is a relatively new technique for coating a micro/nanosize particle or droplet with polymeric or inorganic shell. Encapsulation technology has many applications in various fields including drug delivery, cosmetic, agriculture, thermal energy storage, textile, and self-healing polymers. Poly(methyl methacrylate) (PMMA) is widely used as shell material in encapsulation due to its high chemical stability, biocompatibility, nontoxicity, and good mechanical properties. The main approach for micro/nanoencapsulation of materials using PMMA as shell comprises emulsion-based techniques such as emulsion polymerization and solvent evaporation from oilin-water emulsion. In the present review, we first focus on the encapsulation techniques of liquid materials with PMMA shell by analyzing the effective processing parameters influencing the preparation of PMMA micro/nanocapsules. We then describe the morphology of PMMA capsules in emulsion systems according to thermodynamic relations. The techniques to investigation of mechanical properties of capsule shell and the release mechanisms of core material from PMMA capsules were also investigated.