Thermo-expansive microcapsules comprising a shell of a polymer produced by polymerizing a mixture of monomers, which comprises (I) a nitrile monomer, (II) a monomer having an unsaturated double bond and carboxyl groups in a molecule, (III) a monomer having two or more of polymerizable double bonds in a molecule, and optionally, (IV) a monomer different from and copolymerizable with the monomers (I), (II) and (III) and a blowing agent encapsulated in the shell. The volume retention of the expanded microcapsules of the thermo-expansive microcapsules is 50% or more after loaded with 15 MPa.