Diamond has a unique combination of physical properties for the inertial confinement fusion ablator application, such as appropriate optical properties, high atomic density, high yield strength, and high thermal conductivity. Here, we present a feasible concept for fabrication of diamond ablator shells. The fabrication of diamond capsules is a multi-step process which involves diamond chemical vapor deposition on silicon mandrels followed by polishing, microfabrication of holes, and removing of the silicon mandrel by an etch process. We also discuss the pros and cons of coarse-grained optical quality and nanocrystalline chemical vapor deposition diamond films for the ablator application.