Summary: A new strategy for the synthesis of composite polymers with larger volume fraction of aqueous inclusions less than 1 µm in diameter is presented. A water‐in‐oil miniemulsion of aqueous droplets in a continuous, cross‐linkable monomer phase is prepared. The addition of an organo‐gelator allows the immobilization of the droplets in a solid gel, thus avoiding the usual demixing upon polymerization of the continuous phase. This pregelled system is then converted into a composite polymer by photoinitiated free radical polymerization. Such coatings may be used for an improved climate control of buildings or as a deposit for the controlled release of actives from polar nano‐droplets.