The discovery of Pickering emulsion templated assembly enables the design of a hybrid colloidal capsule with engineered properties. However, the underlying mechanisms by which nanoparticles affect the mechanical properties of the shell are poorly understood. Herein, in situ mechanical compression on the transmission electron microscope and aberration-corrected scanning transmission microscope are unprecedentedly implemented to study the intrinsic effect of nanoparticles on the mechanical properties of the calcium carbonate (CaCO3)-decorated silica (SiO2) colloidal capsule. The stiff and brittle nature of the colloidal capsule is due to the interfacial chemical bonding between the CaCO3 nanoparticles and SiO2 inner shell. Such bonding strengthens the mechanical strength of the SiO2 shell (166 ± 14 nm) from the colloidal capsule compared to the thicker single SiO2 shell (310 ± 70 nm) from the silica hollow sphere. At elevated temperature, this interfacial bonding accelerates the formation of the single calcium silicate shell, causing shell morphology transformation and yielding significantly enhanced mechanical strength by 30.9% and ductility by 94.7%. The superior thermal durability of the heat-treated colloidal capsule holds great potential for the fabrication of the functional additives that can be applied in the wide range of applications at elevated temperatures.