Vegetal proteins have emerged as appealing starting materials for the development of various drug delivery systems, and their use for obtaining polymeric nanoparticles has been profitably exploited in multidisciplinary fields. Wheat gliadin, the water-insoluble storage protein of gluten, is characterized by a great amount of hydrophobic amino acid residues and notable mucoadhesive features. This biopolymer can be easily manipulated to form colloidal carriers, films and fibers by means of bio-acceptable solvents and easy preparation procedures. In this investigation, four model compounds characterized by different octanol/water partition coefficient (logP) values were encapsulated in gliadin nanoparticles, with the aim of investigating the influence of their physico-chemical properties on the cargo features and technological characteristics of the protein nanocarriers. The results demonstrate that the chemical structure, solubility and molecular weight of the compounds used are able to dramatically modulate the mean sizes and the entrapment efficiency of gliadin nanoparticles. This demonstrates the importance of a preformulation investigation when a molecule needs to be encapsulated in this type of polymeric carrier.