Polysaccharide-based hydrogels are useful for numerous applications, from food and cosmetic processing to drug delivery and tissue engineering. The formation of hydrogels from polyelectrolyte solutions is complex, involving a variety of molecular interactions. The physical gelation of polysaccharides can be achieved by balancing solvophobic and solvophilic interactions. Polymer chain reorganization can be obtained by solvent exchange, one of the processing routes forming a simple hydrogel assembly. Nevertheless, many studies on hydrogel formation are empirical with a limited understanding of the mechanisms involved, delaying the processing of more complex structures. Here we use a multi-step interrupted gelation process in controlled physico-chemical conditions to generate complex hydrogels with multi-membrane 'onion-like' architectures. Our approach greatly simplifies the processing of gels with complex shapes and a multi-membrane organization. In contrast with existing assemblies described in the literature, our method allows the formation of free 'inter-membrane' spaces well suited for cell or drug introduction. These architectures, potentially useful in biomedical applications, open interesting perspectives by taking advantage of tailor-made three-dimensional multi-membrane tubular or spherical structures.