Nisin is used as a natural food preservative because of its broad-spectrum antimicrobial activity against Gram-positive bacteria. However, free nisin is susceptible to various factors that reduce its antimicrobial activity. Milk protein, a protein derived from milk, has self-assembly properties and is a good carrier of bioactive substances. In this study, lactoferrin–nisin nanoparticles (L-N), bovine serum albumin–nisin nanoparticles (B-N), and casein–nisin nanoparticles (C-N) were successfully prepared by a self-assembly technique, and then their properties were investigated. The studies revealed that lactoferrin (LF) and nisin formed L-N mainly through hydrophobic interactions and hydrogen bonding, and L-N had the best performance. The small particle size (29.83 ± 2.42 nm), dense reticular structure, and good thermal stability, storage stability, and emulsification of L-N laid a certain foundation for its application in food. Further bacteriostatic studies showed that L-N enhanced the bacteriostatic activity of nisin, with prominent inhibitory properties against Listeria monocytogenes, Staphylococcus aureus, and Bacillus cereus, which mainly disrupted the cell membrane of the bacteria. The above results broaden our understanding of milk protein–nisin nanoparticles, while the excellent antibacterial activity of L-N makes it promising for application as a novel food preservative, which will help to improve the bioavailability of nisin in food systems.