Layer-by-layer (LbL) assembly enables the fabrication of various kinds of functional films by sequential deposition of building blocks of polyelectrolytes, biomacromolecules, oligo-charged dyes, colloids, nanoparticles, polymeric complexes and so forth. However, water-insoluble organic species without necessary functional groups are difficult to be incorporated into multilayer films by conventional LbL assembly method. The present work aims to develop a facile method for efficient loading of hydrophobic molecules into LbL assembled films. To do so, PAH-D microgels, which are chemically cross-linked poly(allylamine hydrochloride) (PAH) and dextran, are LbL assembled with hyaluronic sodium (HA) to produce PAH-D/HA microgel films. Sodium dodecylsulfate (SDS) micelles are used as carriers to incorporate hydrophobic molecules of pyrene and spiropyran. The negatively charged SDS micelles loaded with hydrophobic molecules are successfully incorporated into the PAH-D/HA microgel films by a post-diffusion process, which produces transparent PAH-D microgel films with a large number of loaded pyrene and spiropyran molecules. Fluorescence emission spectra support that the hydrophobic molecules in PAH-D/HA films locate in the hydrophobic cores of SDS micelles. Stable loading of SDS micelles into PAH-D/HA films is achieved because of the strong electrostatic interaction between SDS micelles and protonated amine groups of PAH-D microgels. The high loading capacity of PAH-D/HA films toward SDS micelles encapsulated with hydrophobic molecules originates from the high swellability of the PAH-D/HA films and the abundance of unpaired amine groups in the PAH-D layers for binding of SDS micelles. The amount of hydrophobic molecules loaded into PAH-D/HA microgel films can be conveniently controlled by varying the deposition cycles of PAH-D/HA films and the concentration of hydrophobic molecules encapsulated in SDS micelles. The spiropyran-loaded PAH-D/HA microgel films show reversible photochromic property upon ultraviolet and visible light irradiation. The present work opens a cost-effective and general way to incorporate non-charged hydrophobic molecules into LbL assembled microgel films by using surfactant micelles as carriers.