In our previous study, capsaicinoids (CAP) were successfully isolated from the placenta of chili peppers. However, their poor water solubility limited their application. Therefore, this study aims to prepare hyaluronate (SH)/ε-polylysine (ε-PL) coated Zein nanoparticles (NPs) through layer-by-layer assembly to deliver CAP (CAP@Zein-SH-PL) and improve their gastrointestinal delivery and anti-inflammatory activity. Physicochemical characterization confirmed successful CAP@Zein-SH-PL formation, driven primarily by electrostatic interactions and hydrogen bonding. Additionally, CAP@Zein-SH-PL demonstrated excellent stability under diverse environmental stresses and provided controlled release of CAP in simulated gastrointestinal. The release kinetics indicated that CAP@Zein-SH-PL followed zero-order kinetics with Fickian diffusion in simulated gastric fluid and first-order kinetics with non-Fickian diffusion in simulated intestinal fluid. Finally, CAP@Zein-SH-PL exhibited effective anti-inflammatory activity by regulating inflammatory cytokines, inhibiting reactive oxygen species production and maintaining membrane potential stability. These findings offer a theoretical reference for the application of CAP delivery in functional foods and nutraceuticals targeting inflammation.