The development of efficient drug formulations for Parkinson's disease (PD) treatment is challenged by achieving pharmacokinetic profiles, reduced side effects, and better permeability through the blood−brain barrier (BBB). As nanoparticles may facilitate the delivery of drugs in the brain due to their high-loading capacity and ability to cross biological barriers, we designed two different types of selenium nanoparticles (SeNPs) that may increase the transport of drugs across the BBB and may act as antioxidants at the site of action. The SeNPs were functionalized with polyvinylpyrrolidone (PVP) and polysorbate 20 (Tween) and characterized in terms of their size, size distribution, shape, surface charge, and colloidal stability in relevant biological media. Their drug-loading capacity was tested using dopamine and L-DOPA as therapeutically active agents for PD. Thermodynamic analysis revealed that binding processes occurred spontaneously through hydrogen bond/van der Waals interactions or electrostatic interactions. The strongest interaction was observed between PVP-SeNPs and L-DOPA or dopamine, which was characterized by a binding constant several orders of magnitude higher than for Tween-SeNPs. However, the addition of human transferrin as a model plasma protein significantly reduced this difference, which indicates the crucial role of protein corona formation in the design of drug nanodelivery systems. In vitro evaluation by cell-free and cellular transwell models showed efficient internalization of SeNP-loaded L-DOPA/dopamine by human endothelial brain cells, while facilitated BBB permeability for L-DOPA, and dopamine was achieved using PVP-SeNPs. Overall, the high potential of SeNPs as drug-delivery vehicles in PD treatment was demonstrated.