Gamma oryzanol (GO), a bioactive ingredient found in rice bran oil, performs a variety of biological effects such as antioxidant activity, reduction of total cholesterol, anti‐inflammation, and antidiabetes. However, GO is water‐insoluble and normally degrades through oxidation. Thus a nano‐encapsulation technique was investigated to improve its stability and quality. In this research, gamma oryzanol was successfully encapsulated into zein nanoparticles. The fabrication parameters including pH, zein concentration (0.3, 0.4, and 0.5% w/v), and % GO loading (30, 40, and 50% by weight) were investigated. Particle size, zeta potential, yield, encapsulation efficiency and the stability or GO retention during the storage were determined. The morphology of gamma oryzanol loaded zein nanoparticles (GOZNs) was observed by scanning electron micrographs and transmission electron microscope. The increase of zein concentration and % GO loading resulted to an increase of yield, encapsulation efficiency, and particle size. The particle size of the GOZNs ranged from 93.24–350.93, and 144.13–833.27, and 145.27–993.13 nm for each zein concentration with 3 loading levels, respectively. Nano‐encapsulation exhibited higher % GO retention compared with nonencapsulated GO during 60 days storage both at 4°C and −18°C. In vitro study indicated the sustained release of GO in the simulated gastric fluid followed by simulated intestinal fluid. This finding indicated a high potential for the application of insoluble GO with improved stability by encapsulation with the hydrophobic zein protein.