The use of two alternative vegetable oils (grape seed oil and almond kernel oil) to prepare nanoparticulated delivery systems (nanocapsules and nanoemulsions) for active substances was evaluated. They were prepared by interfacial deposition of preformed polymer (poly-ε-caprolactone) or spontaneous emulsification, respectively. All formulations presented nanometric size, polydispersity index below 0.30, negative zeta potential and spherical-shaped particles. Benzophenone-3, as a model substance was efficiently entrapped in these systems, independent on the type of oily phase. Its association did not alter significantly the physicochemical properties of the nanoparticle dispersions, which remained adequate until 6 months of storage. Nanocapsules and nanoemulsions prepared with both vegetable oils were suitable to delay benzophenone-3 photodegradation under UV radiation.