In this study, zein nanoparticles coated with carboxymethyl chitosan (CMCS) were prepared to encapsulate vitamin D3 (VD3). VD3 was first encapsulated into zein nanoparticles using a low-energy phase separation method and coated with CMCS simultaneously. Then, calcium was added to cross-link CMCS to achieve thicker and denser coatings. The nanoparticles with CMCS coatings had a spherical structure with particle size from 86 to 200 nm. The encapsulation efficiency was greatly improved to 87.9% after CMCS coating, compared with 52.2% for that using zein as a single encapsulant. The physicochemical properties were characterized by differential scanning calorimetry and Fourier transform infrared spectroscopy. Nanoparticles with coatings provided better controlled release of VD3 in both PBS medium and simulated gastrointestinal tract. Photostability against UV light was significantly improved after encapsulation. Encapsulation of hydrophobic nutrients in zein nanoparticles with CMCS coatings is a promising approach to enhance chemical stability and controlled release property.