A series of amphiphilic hyperbranched polymers (AHP-s, the "s" refers to the algebra of AHP) were synthesized by the reaction between hydroxyl-terminated hyperbranched polymers (HBP-s, the "s" refers to the algebra of HBP) and palmitoyl chloride. FTIR, NMR and GPC were used to determine the structure of AHP-s, the results showed that AHP-s exhibits core-shell structure. The thermal properties of polymers were investigated by DSC and TGA. It was found that AHP-2, AHP-3 and AHP-4 display higher thermal stability than AHP-1 (AHP-1, AHP-2, AHP-3 and AHP-4 represent the first, second, third and fourth generation AHP, respectively). Furthermore, the self-assembly performance of AHP-s in THF solvent was investigated by TEM and SEM. Finally, the encapsulation capacity of the AHP-s for methyl orange (MO) was explored at different concentrations of AHP-s and pH conditions. It was found that AHP-s is capable of accommodating hydrophilic guest MO. Moreover, the higher generation of AHP-s, the stronger encapsulation capacity obtained. And the encapsulation capacity closely associated with the pH of encapsulation system.