The invention relates to a method of preparing a double emulsion comprising a) preparing an emulsion comprising at least two liquid phases by bringing a first polymer (A) and a second polymer (B) into contact with each other in a solvent, wherein the concentrations of the polymers are chosen such that, upon bringing them into contact, a phase separation occurs, thereby forming drops of a first liquid phase in a second liquid phase, wherein, in the first phase, the weight concentration of the polymer A (C.sub.A) is higher and the weight concentration of the polymer B (C.sub.B) is lower than the respective concentrations in the second phase; b) dispersing the emulsion in a third liquid phase, which third phase comprises the polymer A in a C.sub.A which is higher than in the second phase and the polymer B in a C.sub.B which is lower than in the second phase, thereby forming the double emulsion, comprising at least one discontinuous phase (1)--with a relatively high C.sub.A and a relatively low C.sub.B--enclosed by a surrounding phase (2)--with a relatively low C.sub.A and a relatively high C.sub.B--which discontinuous and surrounding phase are dispersed in a continuous phase (3)--with a relatively high C.sub.A and a relatively low C.sub.B; and wherein the solvent in said liquid phases is the same or the solvents are at least, in the absence of the polymers, soluble in one another or completely miscible at 25.degree. C.