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In the pharmaceutical industry nano-hydrocolloid systems frequently coalesce or present nanoparticle aggregation after a long storage periods. Besides, the lyophilization process used to dry nanoparticles (NPs) produces loss of their original properties after dispersion. In this work we evaluated the effect on morphology and physicochemical properties of different protective excipients during drying of bovine serum albumin (BSA) NPs loaded with different concentrations of capsaicin. Capsaicin concentrations of 0, 812, 1625, 2437, and 3250 µg mL−1 were used; subsequently, NPs were dried with deionized water (DW), NaCl (DN), sucrose (DS), and not dried (ND). We found that ND, DW, and DN treatments showed a negative effect on the NPs properties; while, DS reduced the aggregation and produced the formation of isolated nanoparticles at higher concentrations of capsaicin (3250 µg mL−1), improving their circular shape, morphometrical parameters, and ζ-potential. The stability of the BSA-capsaicin NPs was associated to complex capsaicin/amino acid/water, in which GLY/GLN, ALA/HIS, ARG, THR, TYR, and Iso/CYS amino acids are involved in the restructuration of capsaicin molecules into the surface of nanoparticles during the drying process. The secondary nanostructuration in the post-synthesis stage can improve the molecular stability of the particles and the capacity of entrapping hydrophobic drugs, like capsaicin.