A convenient approach is provided to prepare liquid-core nanocapsules by cross-linking an amphiphilic copolymer at an oil-water interface. The hydrophilic copolymer poly[(ethylene oxide)-co-glycidol] was prepared by anionic polymerization of ethylene oxide and ethoxyethyl glycidyl ether first, then the hydroxyl groups on the backbone were recovered after hydrolysis and partly modified by hydrophobic conjugated linoleic acid. The copolymer with multiple linoleate pendants was absorbed at an oil-water interface and then cross-linked to form stable nanocapsules. The mean diameter of the nanocapsule was below 350 nm, and the size distribution was relatively narrow (<0.2) at low concentrations of oil in acetone (<10 mg/mL). The particle size could be tuned easily by variation of the emulsification conditions. The nanocapsule was stable in water for at least 5 months, and the shell maintained its integrity after removal of the oily core by solvent. Pyrene was encapsulated in these nanocapsules, and a loading efficiency as high as 94% was measured by UV spectroscopy.