Polymer‐coated SiO2 particles are prepared by precipitation of poly[styrene‐co‐(acrylic acid)] on SiO2 microspheres through an improved phase inversion method. The diffusion resistance of the polymer membrane was considered to be the critical reason for producing tailor‐made polyethylene by catalysts supported on these polymer‐coated particles. This paper employs pulsed field gradient NMR (PFG‐NMR) to distinguish diffusion of n‐hexane in different regimes, i.e., in the space between each particle, the pores in SiO2 and the polymer shell, by their respective diffusion coefficients. By varying the observation time, the time scale of the molecular exchange is discussed. A three‐region ansatz was used to interpret the exchange and diffusion in polymer‐coated SiO2 system, and was compared with results acquired with noncoated particles. At long diffusion times, the mean‐squared displacement, and thus the averaged self‐diffusion coefficient, of hexane in the system of polymer‐coated SiO2 particles is significantly reduced. The PSA membrane is identified as an efficient barrier against molecular exchange between the pores in SiO2 and the intraparticle space. Consistently, the relaxation measurements indicated that the mobility of n‐hexane molecules, especially the rotation of n‐hexane, was limited by the PSA membrane. © 2013 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2014, 131, 40160.