We demonstrate the first example of a self-propelled Janus polyelectrolyte multilayer hollow capsule that can serve as both autonomous motor and smart cargo. This new autonomous Janus capsule motor composed of partially coated dendritic platinum nanoparticles (Pt NPs) was fabricated by using a template-assisted layer-by-layer (LbL) self-assembly combined with a microcontact printing method. The resulting Janus capsule motors still retain outstanding delivery capacities and can respond to external stimuli for controllable encapsulation and triggered release of model drugs. The Pt NPs on the one side of the Janus capsule motors catalytically decompose hydrogen peroxide fuel, generating oxygen bubbles which then recoil the movement of the capsule motors in solution or at an interface. They could autonomously move at a maximum speed of above 1 mm/s (over 125 body lengths/s), while exerting large forces exceeding 75 pN. Also, these asymmetric hollow capsules can be controlled by an external magnetic field to achieve directed movement. This LbL-assembled Janus capsule motor system has potential in making smart self-propelling delivery systems.