To develop an easy-energy-supply agent, medium-chain fatty acids (MCFAs) liposomes were prepared by thin-layer dispersion, freeze-thawing and dynamic high pressure microfluidization (DHPM)-freeze-thawing methods. Results showed that MCFAs nanoliposomes obtained by the novel method (DHPM-freeze-thawing) exhibited a smaller size (72.6 ± 4.9 nm), narrower size distribution (PDI = 0.175 ± 0.005), higher zeta potential (-41.27 ± 1.16 mV) and entrapment efficiency (45.9 ± 6.0%) compared to the other two methods. In the weight-loaded swimming test of the mice, the high-dose group of MCFAs nanoliposomes indicated a significantly longer swimming time (105 ± 31 min, p < 0.05), a lower serum urea nitrogen (839.5 ± 111.9 mg/L, p < 0.05) and blood lactic acid (5.7 ± 1.0 mmol/L, p ≤ 0.001), and a higher hepatic glycogen (15.0 ± 3.6 mg/g, p ≤ 0.001) than those of the control group (53 ± 13 min, 1153.6 ± 102.5 mg/L, 12.5 ± 1.9 mmol/L and 8.8 ± 3.3 mg/g, respectively). However, no significant difference was found between the high-dose group and MCFAs group. The results suggested that MCFAs nanoliposomes could be used as a potential easy-energy-supply agent.