Naproxen was loaded in poly-caprolactone (PCL) nanoparticles as an implantable sustained release system to prolong its anti-inflammatory activity. Naproxen-loaded nanoparticles were produced with the following characteristics: Nanometric size (< 300 nm), negative zeta potential, low polydispersity index (< 0.1), satisfactory encapsulation efficiency, low water content (< 1%), and spherical shape. In vitro naproxen release profile was sustained and the kinetic followed the Higuchi model. The PCL nanoparticles containing about 12.5% (w/w) of the naproxen (sample A3) was chosen for complementary studies of stability and in vivo release in rats. Nanoparticles did not suffer alteration during stability studies. In vivo release was sustained by one month. Thus, nanoparticles showed potential to act as an implantable sustained release system for chronic inflammatory diseases use.