Lipid nanocapsules (LNCs) are drug delivery platforms designed for different administration routes including intravenous delivery. Nanocarrier binding with plasma proteins such as albumin is an important factor that influences the pharmacokinetics of the drug and the drug delivery system. The aim of this paper was to characterize LNCs with different surface compositions and hydrophobicities to study their interactions with albumin: binary LNCs [oil-glyceryl trioctanoate (TG) and PEGylated surfactant macrogol 15-hydroxystearate (MHS)] and ternary LNCs (TG, MHS, and Span 80). Span was found to stabilize and decrease the LNC size. The formation of a stable LNC/albumin complex in the ground state was demonstrated. Thermodynamic parameters indicated that complex formation was exothermic and spontaneous, and the interactions involved van der Waals forces and hydrogen bond formation. Ternary LNCs showed higher affinity for albumin than did binary LNCs (affinity constant 10-fold higher). This study is the first report on the thermodynamic mechanisms that lead to the formation of a complex between albumin and organic nanoparticles with different surface architectures.