The initial burst release is one of the major problems in the development of controlled release formulations including drug-loaded micro- and nanoparticles, especially with low molecular weight drugs. The objective of the present work was to encapsulate, by the W/O/W emulsion, polymeric nanoparticles into polymeric microparticles by using non-water soluble polymers and appropriate organic solvents for the preparation of these composite microparticles. They were characterized in vitro (encapsulation efficiency, mean diameter and release kinetics) and compared with nanoparticles and classical microparticles prepared by the same method. Poly-epsilon-caprolactone (PCL) dissolved in methylene chloride was used to make nanoparticles, whereas ethylcellulose and Eudragit RS dissolved in ethyl acetate, a non-solvent of poly-epsilon-caprolactone, were used for the preparation of microparticles. Ibuprofen and triptorelin acetate were chosen as lipophilic and hydrophilic model drugs, respectively. High entrapment efficiencies were obtained with ibuprofen whereas lower amounts of triptorelin acetate were encapsulated, mainly with formulations prepared with poly-epsilon-caprolactone and Eudragit RS used alone or blended with ethylcellulose. The burst was significantly lower with composite microparticles and may be explained by the slower diffusion of the drugs through the double polymeric wall formed by the nanoparticle matrix followed by another diffusion step through the microparticle polymeric wall.