A method of encapsulating a volatile, water-soluble substance in capsules having a hydrogel shell and an oily interior includes (i) providing blank capsules having a hydrogel shell and an oily interior and (ii) immersing the capsules in an aqueous solution of the volatile, water-soluble substance for a time sufficient for them to load to a desired extent with the volatile, water-soluble substance. The aqueous solution additionally has dissolved therein to saturation point at least one water-soluble, non-volatile material. The method permits the easy and durable encapsulation of volatile materials that hitherto have been difficult to encapsulate.