Reagent capsules can help to resolve the compatibility problem of reagents in multicomponent processes. Herein we demonstrate a facile method for encapsulating smelly liquid chemicals and its application in a modular palladium‐catalyzed carbonylative synthesis of multi‐substituted thiophenes from terminal alkynes and aryl iodides as well as a palladium‐catalyzed carbonylative synthesis of benzothiophene