We report the preparation of polymer capsules containing liposomal subcompartments, termed capsosomes, and their ability for the sustained delivery of protein therapeutics. Capsosomes were formed through the layer-by-layer (LbL) assembly of polymers and protein-loaded liposomes, followed by the formation of a capsule membrane based on disulfide cross-linked poly(methacrylic acid). The loading capacities of a model cargo (lysozyme) and brain-derived neurotrophic factor (BDNF), an important neurotrophin that has significant physiological functions on the nervous system, were determined, and the long-term release kinetics of the proteins was investigated in simulated physiological conditions. The capsosomes exhibited protein loading and release behavior that can be tuned by the lipid composition of the liposomal compartments, where inclusion of anionic lipids resulted in enhanced protein loading and slower release over the course of 80 days. These findings highlight the potential of capsosomes for the long-term delivery of protein therapeutics.