Drug delivery is considered a mature scientific and technological platform for producing innovative medicines with nanosystems composed of intelligent bio-materials that carry active pharmaceutical ingredients forming advanced drug delivery nanosystems (aDDnSs). Shikonin and its enantiomer alkannin are natural products that have been extensively studied in vitro and in vivo for, among others, their antitumor activity, and various efforts have been made to prepare shikonin-loaded drug delivery systems. This study is focused on chimeric aDDnSs and specifically on liposomal formulations combining three lipids (egg-phosphatidylcholine; dipalmitoyl phosphatidylcholine; and distearoyl phosphatidylcholine) and a hyperbranched polymer (PFH-64-OH). Furthermore, PEGylated liposomal formulations of all samples were also prepared. Calorimetric techniques and electron paramagnetic resonance were used to explore and evaluate the interactions and stability of the liposomal formulations, showing that the presence of hyperbranched polymers promote the overall stability of the chimeric aDDnSs based on the drug release profile enhancement. Furthermore, results showed that polyethylene glycol enhances drug stabilization inside the liposomes, forming a stable and promising carrier for shikonin with improved characteristics.