Thorough understanding of the behaviour of core–shell microparticles with a liquid core is essential for determining their performance in applications under different operation conditions. This paper reports the behaviour of core–shell particles with a liquid core under thermal and mechanical loads. First, we formulated an analytical model for the heating process of a core–shell microparticle with a liquid core. Next, we utilised an axisymmetric model of an elastic spherical shell upon compression to describe the deformation of a core–shell microparticle. Finally, we conducted experiments to validate these models. Both thermal and mechanical models agree well with the experimental data. The maximum temperature a core–shell microparticle can withstand depends on the liquid, the geometry, and the material of the shell. The critical compression force before rupture of a core–shell microparticle depends on the Poisson's ratio of the shell material and the shell thickness relative to the outer shell radius. The rupture force and rupture temperature increase with increasing shell thickness.