Nanocapsule preparation technology, as an emerging technology with great development prospects, has uniqueness and superiority in various industries. In this paper, the preparation technology of nanocapsules was systematically divided into three categories: physical methods, chemical methods, and physicochemical methods. The technological innovation of different methods in recent years was reviewed, and the mechanisms of nanocapsules prepared via emulsion polymerization, interface polymerization, layer-by-layer self-assembly technology, nanoprecipitation, supercritical fluid, and nano spray drying was summarized in detail. Different from previous reviews, the renewal iteration of core-shell structural materials was highlighted, and relevant illustrations of their representative and latest research results were reviewed. With the continuous progress of nanocapsule technology, especially the continuous development of new wall materials and catalysts, new preparation technology, and new production equipment, nanocapsule technology will be used more widely in medicine, food, cosmetics, pesticides, petroleum products, and many other fields.