Liquid-core nanocapsules (NCs) coated with amphiphilic hyaluronic acid (AmHA) have been proposed for the preparation of drug and food formulations. Herein, we focused on the use of ultrasound techniques to (i) optimize the polysaccharide chain length with respect to the properties of NCs stabilized with AmHAs and (ii) form oil-core nanocapsules with a coating composed of AmHAs. The results indicate that sonication is a convenient and effective method that allows for a controlled reduction in HA molecular weight. The initial (H-HA) and degraded (L-HA) polysaccharides were then reacted with dodecylamine to obtain hydrophobic HA derivatives (HA-C12s). Then, NCs were prepared based on HA-C12s using ultrasound-assisted emulsification of glyceryl triacetate oil. The nanocapsules coated with L-HA-C12 showed greater stability compared to the longer-chain polysaccharide. Molecular dynamics (MD) simulations revealed that HA-C12 readily adsorbs at the water–oil interphase, adopting a more compact conformation compared to that in the aqueous phase. The dodecyl groups are immersed in the oil droplet, while the main polysaccharide chain remaining in the aqueous phase forms hydrogen bonds or water bridges with the polar part of the triglycerides, thus increasing the stability of the NC. Our research underscores the usefulness of ultrasound technology in preparing suitable formulations of bioactive substances.