In this paper, the dissipative particle dynamics (DPD) method is used to simulate the self-assembly process, appearance, mesoscopic structure, and wrapping properties of microcapsules formed with citral as the core material and chitosan and sodium alginate as the single-wall materials, and with citral as the core material and chitosan-sodium alginate, chitosan-methylcellulose, sodium alginate-chitosan, and sodium alginate-methylcellulose as the double-wall materials. The effects of chitosan content and wall material composition on the structure, morphology, encapsulation performance, and stability of microcapsules are compared and analyzed. In addition, the microcapsules are deeply analyzed by using the mesoscopic structure, radial distribution function, and diffusion coefficient. This study provides a new idea and method for the preparation of citral microcapsules, and is of great significance for the design and development of new composite wall microcapsules.