A novel double-walled microsphere composed of chitosan, sodium cellulose sulfate (NaCS) and sodium tripolyphosphate (TPP) was prepared. TPP was used as ionic crosslinker. The morphology of the microspheres was observed by microscope and SEM, and the results showed that the double-walled microsphere was smooth outside, with rough interior surface. FTIR spectra analysis was performed to investigate the PEC formation among chitosan, NaCS, and TPP. In vitro release studies of BSA showed that the double-walled microspheres had regular and sustainable release profiles in simulated colonic fluid (SCF). Our results indicated that the double-walled microspheres prepared could be used as a candidate protein drug carrier for the colon.