Docetaxel (DTX) is a non-selective antineoplastic agent with low solubility and a series of side effects. The technology of pH-sensitive and anti-epidermal growth factor receptor (anti-EGFR) immunoliposomes aims to increase the selective delivery of the drug in the acidic tumor environment to cells with EFGR overexpression. Thus, the study aimed to develop pH-sensitive liposomes based on DOPE (dioleoylphosphatidylethanolamine) and CHEMS (cholesteryl hemisuccinate), using a Box–Behnken factorial design. Furthermore, we aimed to conjugate the monoclonal antibody cetuximab onto liposomal surface, as well as to thoroughly characterize the nanosystems and evaluate them on prostate cancer cells. The liposomes prepared by hydration of the lipid film and optimized by the Box–Behnken factorial design showed a particle size of 107.2 ± 2.9 nm, a PDI of 0.213 ± 0.005, zeta potential of −21.9 ± 1.8 mV and an encapsulation efficiency of 88.65 ± 20.3%. Together, FTIR, DSC and DRX characterization demonstrated that the drug was properly encapsulated, with reduced drug crystallinity. Drug release was higher in acidic pH. The liposome conjugation with the anti-EGFR antibody cetuximab preserved the physicochemical characteristics and was successful. The liposome containing DTX reached an IC50 at a concentration of 65.74 nM in the PC3 cell line and 28.28 nM in the DU145 cell line. Immunoliposome, in turn, for PC3 cells reached an IC50 of 152.1 nM, and for the DU145 cell line, 12.60 nM, a considerable enhancement of cytotoxicity for the EGFR-positive cell line. Finally, the immunoliposome internalization was faster and greater than that of liposome in the DU145 cell line, with a higher EGFR overexpression. Thus, based on these results, it was possible to obtain a formulation with adequate characteristics of nanometric size, a high encapsulation of DTX and liposomes and particularly immunoliposomes containing DTX, which caused, as expected, a reduction in the viability of prostate cells, with high cellular internalization in EGFR overexpressing cells.