Efforts to develop microcapsules that respond to different stimuli derive from the incorporation of multiple dynamic assemblies of diverse functional species to the capsule shells. However, this usually involves complicated preparation processes that ultimately hinder the integration of multiple functionalities in a single material. This is addressed in the present work by proposing a multilevel interfacial assembly approach involving polymeric complexes that facilitate the fabrication of multistimuli-responsive microcapsules based on one-step Pickering emulsification using oppositely charged polycation-graphene oxide (GO) and polyanion-surfactant complexes prepared in immiscible liquid solutions. The complexes initially stabilize the emulsion based on electrostatic interactions. Subsequently, the highly dynamic bonding between the polymeric complexes facilitates the rearrangement of components at the oil/water interface to form a continuous interfacial shell membrane. The integrity of the microcapsule shells is sensitive to near-infrared irradiation owing to the GO component and is also sensitive to NaCl content because the assemblies between nanoparticles and polyelectrolytes are bonded through electrostatic interactions. The generality of the proposed strategy is demonstrated by the interfacial assembly of polycation-Fe3O4 complexes and polyanion-surfactant complexes. The resulting microcapsules exhibit salt responsiveness, pH responsiveness, and the ability to be positioned controllably by the application of an external magnetic field. This work provides a promising approach for the preparation of multistimuli-responsive microcapsules.