Using two-dimensional (2D) metal-organic framework (MOF) nanosheets as new building blocks to create more complex architectures at the mesoscopic/macroscopic scale has attracted extensive interest in recent years. Nevertheless, it remains a great challenge to assemble MOF nanosheets into hierarchical hollow structures so far. In this paper, we describe a successful example of hierarchical MOF nanosheet microcapsules, with precisely controlled sizes, produced on large scale within minutes with a continuous droplet microfluidic strategy. Following a reaction/diffusion growth mechanism, the microcapsule shells feature a continuous smooth inner layer and a porous outer layer. Such hierarchical structure enables the encapsulation of magnetite nanoparticles inside and loading of dense gold nanoparticles outside the microcapsules, which exhibit highly efficient heterogeneous catalytic activity and easy recyclability. The present microfluidic assembly method offers a new pathway for preparing hierarchical MOF nanosheet structures, with the potential for extension to the formation of other 2D nanosheets in general.