Multidomain polymeric nanoparticles containing different blocks with different properties have gained great interest for a wide range of applications in the past two decades. In this work, core multishell (CMS) structures consisting of hyperbranched polyglycerol as core and polylactide and polycaprolactone as shell structures are presented. Number of arms and thickness of shells have been manipulated by precise control over the molar ratios of monomer to terminal functional groups in the reaction feed. The ability of CMS to load and release small guest molecules and also the loading capacities are studied using Rose Bengal as a model dye. Loading capacity of CMS depends on molecular weight, type, and thickness of shells. Due to the difference in polarity and solubility of different blocks, the CMS nanocarriers show medium-responsive behavior whereupon the encapsulated guest molecules are released in a controlled manner.