Breathability and flexibility losses caused by binder utilization, complex operations, long-term consumption, and toxic emissions always limit the development of functional microcapsule-coated textiles. Herein, an integrated process including the optimization of functional microcapsules and their non-destruction adhesions on textile surface is completed to get rid of the use of binder and realize green and high-efficiency production. The coaxial two-capillary electrospray is used to create double-layered shells consisting of poly(lactic acid) (PLA) inner shell and poly(-caprolactone) (PCL) outer shell for encapsulating n-hexadecane, and then these ternary microcapsules are electro-sprayed directly on the textile surface. PLA as a supporting shell ensures the stability of the microcapsule and the high encapsulation efficiency of active substance, and PCL with a low melting temperature as an adhesive shell completes the in-situ adhesion between microcapsule and textile via its melting-solidification behavior after heat treatment. Experimental results show that spherical ternary microcapsules with a 9–15 μm of mean diameter and a mono-dispersed size distribution can be obtained. When less n-hexadecane is microencapsulated in double-layered shells, n-hexadecane mainly localizes in the center of the PLA shell to form a triple-layered core-shell structure. With the increase of n-hexadecane addition, the core area changes from bulk n-hexadecane to the side-by-side structure of n-hexadecane and PLA layer, finally to a mixture of n-hexadecane and PLA due to the diffusion of excessive n-hexadecane. When PLA content is higher than PCL content in double-layered shells, not only can a near 100 % of n-hexadecane encapsulation efficiency be obtained under 50 wt% n-hexadecane addition in ternary electrosprayed droplets, but also good thermal stability of ternary microcapsules during heat treatment. The phase-transition enthalpy of the n-hexadecane40-PLA40-PCL10 microcapsule can reach about 100 J/g, and the latent heat of coated textile also reaches 55 J/g. Due to the protection as well as the melting adhesion of double-layered shells, the latent heat of coated textiles and the adhesion between microcapsules and textile surfaces do not change after multiple heating-cooling cycles and soap-washing processes, still exhibiting good stability and durability. With the increase of PCL content, not only stronger adhesion performance between microcapsules and textiles is obtained, but also a higher thermal degradation temperature of encapsulated n-hexadecane. Finally, this in-situ thermally induced coating of microcapsules preserves the flexibility, the porous morphology, and the gas permeability of textiles.