Nanomaterials are now well-established components of many sectors of science and technology. Their sizes, structures, and chemical properties allow for the exploration of a vast range of potential applications and novel approaches in basic research. Biomedical applications, such as drug or gene delivery, often require the release of nanoparticles into the bloodstream, which is populated by blood cells and a plethora of small peptides, proteins, sugars, lipids, and complexes of all these molecules. Generally, in biological fluids, a nanoparticle’s surface is covered by different biomolecules, which regulate the interactions of nanoparticles with tissues and, eventually, their fate. The adsorption of molecules onto the nanomaterial is described as “corona” formation. Every blood particulate component can contribute to the creation of the corona, although small proteins represent the majority of the adsorbed chemical moieties. The precise rules of surface-protein adsorption remain unknown, although the surface charge and topography of the nanoparticle seem to discriminate the different coronas. We will describe examples of adsorption of specific biomolecules onto nanoparticles as one of the methods for natural surface functionalization, and highlight advantages and limitations. Our critical review of these topics may help to design appropriate nanomaterials for specific drug delivery.