Cerium oxide nanoparticles (nanoceria) are believed to be the most versatile nanozyme, showing great promise for biomedical applications. At the same time, the controlled intracellular delivery of nanoceria remains an unresolved problem. Here, we have demonstrated the radioprotective effect of polyelectrolyte microcapsules modified with cerium oxide nanoparticles, which provide controlled loading and intracellular release. The optimal (both safe and uptake efficient) concentrations of ceria-containing microcapsules for human mesenchymal stem cells range from 1:10 to 1:20 cell-to-capsules ratio. We have revealed the molecular mechanisms of nanoceria radioprotective action on mesenchymal stem cells by assessing the level of intracellular reactive oxygen species (ROS), as well as by a detailed 96-genes expression analysis, featuring genes responsible for oxidative stress, mitochondrial metabolism, apoptosis, inflammation etc. Hybrid ceria-containing microcapsules have been shown to provide an indirect genoprotective effect, reducing the number of cytogenetic damages in irradiated cells. These findings give new insight into cerium oxide nanoparticles’ protective action for living beings against ionising radiation.