Hydrogel-containing core-shell capsules are useful as drug delivery vehicles for many biomedical applications, especially when release of incorporated guests can be controlled. Here, we developed a one-step organic solvent-free method to prepare such core-shell capsules using a synthetic and a natural supramolecular hydrogel, for the core and shell, respectively. A solution containing ureido-pyrimidinone modified poly(ethylene glycol) hydrogelators and calcium chloride was drop-wise added to an alginate solution, yielding core-shell structures. It was found that the outer shell provides a confined space for the inner supramolecular hydrogel and therefore prevents swelling of the core. This consequently slows down both erosion of the less stable core, and release of dextran guests.