A sequential production device of solid spherical shells is developed using liquid-liquid-gas systems. This system comprises of a cylindrical vessel containing two immiscible liquids and a gas injection orifice at the center of bottom. By controlling the gas flow rate through the orifice and the temperature field of the two-layer liquids, encapsulated liquid drops, i. e., liquid shells with mm-order diameter, are stably and sequentially produced at the interface between the two-layer immiscible liquids in the cylindrical vessel. The encapsulated liquid drops are solidified as they move upward in the upper liquid. In the present paper, the natural convection heat transfer of the two-layer liquids in the cylindrical vessel is examined theoretically. By solving the incompressible Navier-Stokes equations and the energy equations for the two-layer liquids, the suitable design conditions for the sequential production of solid spherical shells are presented. The production device of solid spherical shells in the HTS-turbine oil-air system is improved based on the analysis. Consequently, the production frequency of spherical shells is considerably improved.