A method of manufacturing a capsule 12 for holding a substance 14 including providing a capsule body 2 having a closed end 5, an opposed open end 6 and a predetermined length defined between the ends 5, 6; providing a diaphragm 4 having a closed end 7, an opposed open end 8 and a predetermined length defined between the ends 7, 8; partially filling the body 2 with substance 14; inserting the closed end 7 of the diaphragm 4 into the open end 6 of the body 2 such that regions of the body 2 and the diaphragm 4 overlap one another with the open ends of the capsule body 2 and the diaphragm 4 being flush, thereby closing off the open end 6 of the body 2 and defining a chamber 104 within which the substance 14 is held; and heat welding the flush ends of the body 2 and the diaphragm 4 to one another to hermetically seal the chamber 104.