Compartmentalization can serve different purposes such as the protection of biological active substances from the environment, or the creation of a unique combination of biomolecules for diagnostic, therapeutic, or other bioengineering applications. We present a method for direct encapsulation of molecules in biocompatible and semi-permeable microcapsules made from low-molecular weight poly(ethylene glycol) diacrylate (PEG-DA 258). Microcapsules are produced using a non-planar PDMS microfluidic chip allowing for one-step production of water-in-PEG-DA 258-in-water double-emulsions, which are polymerized with UV light into a poly-PEG-DA 258 shell. Semi-permeable microcapsules are obtained by adding an inert solvent to the PEG-DA 258. Due to the favorable hydrophilicity of poly-PEG-DA 258, proteins do not adsorb to the capsule shell, and we demonstrate the direct encapsulation of enzymes, which can also be dried in the capsules to preserve activity. Finally, we leverage capsule permeability for the implementation of a two-layer communication cascade using compartmentalized DNA strand displacement reactions. This work presents the direct encapsulation of active biomolecules in semi-permeable microcapsules, and we expect our platform to facilitate the development of artificial cells and generating encapsulated diagnostics or therapeutics.