A new mechanical dry process able to develop nanoparticles coated with polymeric material is proposed. An opportunely developed pilot ball milling apparatus permitted to catch-up significant process parameters that are here reported. A proper analysis of the obtained parameters permitted to individuate optimized milling conditions and to prepare a magnetite/albumin core/shell nanocomposite, material with a potential wide spread of applications in biomedical fields. The obtained powder consists in particles having a diameter of about 45 nm and exhibits a high morphological homogeneity. The proposed method is facile, low cost, solvent free and is applicable to the development of a broad range of multifunctional composites for biomedical applications.