The three-dimensional nano-morphology of poly(methyl methacrylate; PMMA) microcapsules filled with carbon nanotubes (CNTs) and epoxy resin were investigated by various microscopy methods, including a novel, laser scanning confocal microscopy (LSCM) method. Initially, PMMA microcapsules containing various amounts of CNTs were synthesized by a solvent evaporation method. Scanning electron microscopy analysis showed that pore-free, smooth-surface microcapsules formed with various types of core-shell morphologies. The average size of CNT/epoxy/PMMA microcapsules was shown to decrease from ~52 μm to ~15 μm when mixing speed during synthesis increased from 300 rpm to 1000 rpm. In general, the presence of CNTs resulted in slightly larger microcapsules and higher variations in size. Moreover, three-dimensional scans obtained from confocal microscopy revealed that higher CNT content increased the occurrence and size of CNT aggregates inside the microcapsules. Entrapped submicron air bubbles were also observed inside most microcapsules, particularly within those with higher CNT content.