Psoriasis is a chronic autoimmune systemic disease with an approximate incidence of 2% worldwide; it is commonly characterized by squamous lesions on the skin that present the typical pain, stinging, and bleeding associated with an inflammatory response. In this work, poly(methyl vinyl ether-alt-maleic ethyl monoester) (PMVEMA-ES) nanofibers have been designed as a delivery vehicle for three therapeutic agents with palliative properties for the symptoms of this disease (salicylic acid, methyl salicylate, and capsaicin). For such a task, the production of these nanofibers by means of the electrospinning technique has been optimized. Their morphology and size have been characterized by optical microscopy and scanning electron microscopy (SEM). By selecting the optimal conditions to achieve the smallest and most uniform nanofibers, approximate diameters of up to 800–900 nm were obtained. It was also determined that the therapeutic agents that were used were encapsulated with high efficiency. The analysis of their stability over time by GC-MS showed no significant losses of the encapsulated compounds 15 days after their preparation, except in the case of methyl salicylate. Likewise, it was demonstrated that the therapeutic compounds that were encapsulated conserved, and even improved, their capacity to activate the transient receptor potential cation channel 1 (TRPV1) channel, which has been associated with the formation of psoriatic lesions.