The engineering of delivery systems for drugs and contrasting labels ensuring the simultaneous imaging and treatment of malignant tumors is an important hurdle in developing new tools for cancer therapy and diagnosis. Polyelectrolyte microcapsules (MCs), formed by nanosized interpolymer complexes, represent a promising platform for the designing of multipurpose agents, functionalized with various components, including high- and low-molecular-weight substances, metal nanoparticles, and organic fluorescent dyes. Here, we have developed size-homogenous MCs with different structures (core/shell and shell types) and microbeads containing doxorubicin (DOX) as a model anticancer drug, and fluorescent semiconductor nanocrystals (quantum dots, QDs) as fluorescent nanolabels. In this study, we suggest approaches to the encapsulation of DOX at different stages of the MC synthesis and describe the optimal conditions for the optical encoding of MCs with water-soluble QDs. The results of primary characterization of the designed microcarriers, including particle analysis, the efficacy of DOX and QDs encapsulation, and the drug release kinetics are reported. The polyelectrolyte MCs developed here ensure a modified (prolonged) release of DOX, under conditions close to normal and tumor tissues; they possess a bright fluorescence that paves the way to their exploitation for the delivery of antitumor drugs and fluorescence imaging.