Clozapine, atypical antipsychotic, can change oxidative stress parameters. It is known that reactive species, in excess, can have a crucial role in the etiology of diseases, as well as, can potentiating adverse effects induce by drugs. The nanocapsules have attracted attention as carriers of several drugs, with consequent reduction of adverse effects. This study aimed to evaluate histopathology and oxidative damage of biomolecules lipids, proteins and DNA in the brain of Wistar rats after treatment with nanocapsules containing clozapine. The study consisted of eight groups of male Wistar rats (n = 6): saline (SAL), free clozapine (CZP) (25 mg/Kg i.p.), blank uncoated nanocapsules (BNC), clozapine-loaded uncoated nanocapsules (CNC) (25 mg/Kg i.p.), blank chitosan-coated nanocapsules (BCSN), clozapine-loaded chitosan-coated nanocapsules (CCSN) (25 mg/Kg i.p.), blank polyethyleneglycol-coated nanocapsules (BPEGN), clozapine-loaded polyethyleneglycol-coated nanocapsules (CPEGN) (25 mg/Kg i.p.). The animals received the formulation once a day for seven consecutive days and euthanized in the eighth day. After euthanasia, the brain was collected and homogenate was processed for further analysis. The histopathology showed less brain tissue damage in nanocapsules-treated groups. The lipid peroxidation and carbonylation of proteins showed a significant increase (p < 0.05) induced by CZP. CNC and CPEGN groups obtained a reduction membrane of lipids damage and nanocapsules-treated groups showed significant improvement protein damage. CZP was able to induce genetic oxidative damage, while the nanocapsules causing less damage to DNA. The findings show that different coatings can act protecting target tissues decreasing oxidative damage, suggesting that the drug when linked to different nanocapsules is able to mitigate the harmful effects of clozapine.