We describe a robust method for both encapsulating and stabilizing photo‐sensitive antioxidants in polymer microcapsules prepared by a water‐in‐oil‐in‐water double emulsification and evaporation technique, in which a volatile solvent from the oil layer consisting of poly(methyl methacrylate) and methylene chloride is gradually removed. Using poly(ethylene glycol) (PEG) in this study, we demonstrate that control over its molecular weight allows to tune the phase property of the capsule wall; introducing PEG with high molecular weight results in increased heterogeneity. The heterogeneity of the capsule walls displays an ability to effectively block sunlight, which is essential for improving the molecular stability of photo‐sensitive antioxidants. In this study, we experimentally confirm this by observing natural sunlight‐driven molecular decomposition of a model antioxidant, riboflavin‐5′‐phosphate, in poly (methyl methacrylate) microcapsules.