Layer-by-layer (LbL) self-assembled polyelectrolyte capsules have demonstrated their unique advantages and capability in drug delivery applications. These ordered micro/nanostructures are also promising candidates as imaging contrast agents for diagnostic and theranostic applications. Magnetic resonance imaging (MRI), one of the most powerful clinical imaging modalities, is moving forward to the molecular imaging field and requires advanced imaging probes. This paper reports on a new design of MRI-visible LbL capsules, loaded with redox-active gadolinium-doped cerium oxide nanoparticles (CeGdO2−x NPs). CeGdO2−x NPs possess an ultrasmall size, high colloidal stability, and pronounced antioxidant properties. A comprehensive analysis of LbL capsules by TEM, SEM, LCSM, and EDX techniques was carried out. The research demonstrated a high level of biocompatibility and cellular uptake efficiency of CeGdO2−x-loaded capsules by cancer (human osteosarcoma and adenocarcinoma) cells and normal (human mesenchymal stem) cells. The LbL-based delivery platform can also be used for other imaging modalities and theranostic applications.