We introduce an emulsification technique that creates monodisperse double-emulsion drops with a core-shell geometry having an ultra-thin wall as a middle layer. We create a biphasic flow in a microfluidic capillary device by forming a sheath flow consisting of a thin layer of a fluid with high affinity to the capillary wall flowing along the inner wall of the capillary, surrounding the innermost fluid. This creates double-emulsion drops, using a single-step emulsification, having a very thin fluid shell. If the shell is solidified, its thickness can be small as a hundred nanometres or even less. Despite the small thickness of this shell, these structures are nevertheless very stable, giving them great potential for encapsulation. We demonstrate this by creating biodegradable microcapsules of poly(lactic acid) with a shell thickness of a few tens of nanometres, which are potentially useful for encapsulation and delivery of drugs, cosmetics, and nutrients.