Capsaicin (CPS) is a highly selective agonist of the transient receptor potential vanilloid type 1 (TRPV1) with a nanomolar affinity. High doses or prolonged exposure to CPS induces TRPV1 defunctionalization and, although this effect is currently used for the treatment of thermal hyperalgesia in chronic pain conditions, it is responsible of detrimental effects, such as denervation of sensory fibers. The aim of the present study was to formulate CPS loaded lipid nanocarriers (CPS-LN) in order to optimize CPS release, thus preventing TRPV1 internalization and degradation. CPS-LNs were formulated and characterized by in vitro studies. The activation of TRPV1 receptors after CPS-LN administration was evaluated by measuring spontaneous pain that was induced by local injection into the plantar surface of the mouse hind-paw. Moreover, the expression of TRPV1 in the skin was evaluated by western blot analysis in CPS-LN injected mice and then compared to a standard CPS solution (CPS-STD). CPS inclusion in LN induced a lower pain response when compared to CPS-STD; further, it prevented TRPV1 down-regulation in the skin, while CPS-STD induced a significant reduction of TRPV1 expression. Drug encapsulation in lipid nanoparticles produced an optimization of CPS release, thus reducing mice pain behavior and avoiding the effects that are caused by TRPV1 defunctionalization related to a prolonged activation of this receptor.