Bovine serum albumin (BSA) hollow microcapsules were fabricated through glutaraldehyde (GA) mediated covalent layer-by-layer assembly. The GA crosslinking of the adsorbed BSA on the colloidal particles enabled their surfaces to be covered by reactive aldehyde groups, which reacted with BSA molecules to result in another covalently linked layer. Repeating of this cycle could then yield particles coated with BSA multilayers. Hollow microcapsules well dispersed in water were obtained after core removal. The good integrity and morphology of the BSA capsules were confirmed and characterized by confocal laser scanning microscopy, scanning electron microscopy and scanning force microscopy. The obtained BSA microcapsules possess reversible pH response, i.e., the capsules are permeable to macromolecules below pH 4 or above pH 10, while impermeable in between. The mechanisms of permeability transition were discussed. Using this property, dextran, with a molecular weight of~155 kDa, was successfully loaded.