Core–shell–corona (CSC) micelles have multiple layers, which can serve as separate compartments. This property allows them to combine multiple functionalities in a single nanoparticle, with obvious application potential. Here, we propose a new type of CSC micelles with an apolar core and a polyelectrolyte complex shell incorporating coordination polymers. We obtain these particles by using a poly(styrene)-b-poly(vinyl pyridine)-b-poly(ethylene oxide) (PS-b-PVP-b-PEO) triblock copolymer with quaternized PVP blocks. This polymer leads to well-defined CSC micelles with a cationic shell, which allows us to entrap anionic coordination polymers without disturbing the micellar structure. Useful properties can be imported in this way, e.g., europium (Eu)-based coordination polymers endow the CSC micelles with strong luminescence. Moreover, copper ions (Cu²⁺) can quench the luminescence because they disturb the Eu–ligand coordination. Upon adding sulfide ions (S²⁻), copper ions precipitate as CuS and the Eu–ligand bond as well as the corresponding luminescence are restored. This effect is highly specific for Cu²⁺ and S²⁻: other cations or anions hardly interfere with this “on–off–on” luminescence response towards Cu²⁺ and S²⁻, demonstrating the selectivity of these CSC micelles as detectors of copper and sulfide ions.