The invention discloses three-layer water-containing capsules and a preparation method thereof. The capsules consist of an inner layer, a middle layer and an outer layer, wherein the inner layer is a water-containing core liquid layer, the middle layer is a phase-changeable fat layer and the outer layer is a natural animal and plant glue layer. The preparation method comprises the following steps of through three-channel concentric circle drippers, simultaneously dipping out water-containing core liquid layer components, phase-changeable fat layer components and natural animal and plant glue layer components, which are blended, wherein the water-containing core liquid layer components are added to the inside channel, the natural animal and plant layer components are added to the outside channel, the phase-changeable fat layer components are added to the middle channel, and under the action of liquid cohesion of three sets of feed liquid, three concentric spheres which are in layer-in-layer nesting in cooling fluid fall down, and gradually cool and solidify, so that intact inclusion three-layer capsules are formed. The middle fat layer is introduced, so that water-containing core liquid can be effectively sealed, and besides, functional oil-soluble additives can be added to the middle fat layer as needed. Besides, the three-layer water-containing capsules have functions of oil capsules and water capsules.