This paper deals with the characterization of ultra-thin films of PMMA grown by an original photo-assisted Chemical Vapor Deposition process equipped with a pulsed liquid injection system to deliver the monomer. The nanometric thick films showed a good ability to encapsulate a liquid phase as microdroplets protected by a thin polymeric tight membrane in the form of blisters. Techniques that are capable to analyze these heterogeneous structures at micro- and nanoscopic scale such as Raman Confocal Spectroscopy and Atomic Force Microscopy were used to characterize these polymer films. The liquid droplets were found to be monomer encapsulated by a PMMA film. The specific properties of these ultra-thin films exhibit self-healing capabilities at microscopic scale making them attractive for functionalization of surfaces and interfaces.